HSBC Call 6600 S&P 500 Index 17.12.2027
/ DE000HS3LN66
HSBC Call 6600 S&P 500 Index 17.1.../ DE000HS3LN66 /
| 30/07/2024 08:34:53 |
Chg.-0.08 |
Bid20:20:25 |
Ask20:20:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.42EUR |
-1.78% |
4.29
Bid Size: 5,000 |
4.33
Ask Size: 5,000 |
- |
6,600.00 - |
17/12/2027 |
Call |
Master data
| WKN: |
HS3LN6 |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6,600.00 - |
| Maturity: |
17/12/2027 |
| Issue date: |
11/12/2023 |
| Last trading day: |
16/12/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
12.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.11 |
| Parity: |
-11.36 |
| Time value: |
4.49 |
| Break-even: |
7,049.00 |
| Moneyness: |
0.83 |
| Premium: |
0.29 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
0.90% |
| Delta: |
0.46 |
| Theta: |
-0.45 |
| Omega: |
5.58 |
| Rho: |
69.61 |
Quote data
| Open: |
4.42 |
| High: |
4.42 |
| Low: |
4.42 |
| Previous Close: |
4.50 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.16% |
| 1 Month |
|
|
-9.80% |
| 3 Months |
|
|
+19.78% |
| YTD |
|
|
+100.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.92 |
4.29 |
| 1M High / 1M Low: |
5.46 |
4.29 |
| 6M High / 6M Low: |
5.46 |
2.44 |
| High (YTD): |
11/07/2024 |
5.46 |
| Low (YTD): |
05/01/2024 |
2.00 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.76% |
| Volatility 6M: |
|
60.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
