HSBC Call 6600 S&P 500 Index 17.12.2027
/ DE000HS3LN66
HSBC Call 6600 S&P 500 Index 17.1.../ DE000HS3LN66 /
| 8/15/2024 12:20:29 PM |
Chg.+0.030 |
Bid8/15/2024 |
Ask8/15/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.790EUR |
+0.80% |
3.790
Bid Size: 5,000 |
3.830
Ask Size: 5,000 |
- |
6,600.00 - |
12/17/2027 |
Call |
Master data
| WKN: |
HS3LN6 |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6,600.00 - |
| Maturity: |
12/17/2027 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/16/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
14.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.12 |
| Parity: |
-11.45 |
| Time value: |
3.84 |
| Break-even: |
6,984.00 |
| Moneyness: |
0.83 |
| Premium: |
0.28 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
1.05% |
| Delta: |
0.44 |
| Theta: |
-0.42 |
| Omega: |
6.23 |
| Rho: |
67.09 |
Quote data
| Open: |
3.850 |
| High: |
3.860 |
| Low: |
3.780 |
| Previous Close: |
3.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.50% |
| 1 Month |
|
|
-28.76% |
| 3 Months |
|
|
-8.45% |
| YTD |
|
|
+69.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.760 |
3.430 |
| 1M High / 1M Low: |
5.490 |
2.930 |
| 6M High / 6M Low: |
5.490 |
2.890 |
| High (YTD): |
7/16/2024 |
5.490 |
| Low (YTD): |
1/5/2024 |
2.000 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.574 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.211 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.045 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.22% |
| Volatility 6M: |
|
75.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
