HSBC Call 7000 S&P 500 Index 17.1.../  DE000HS3LN82  /

Frankfurt Zert./HSBC
7/30/2024  8:05:16 AM Chg.-0.020 Bid8:08:17 AM Ask8:08:17 AM Underlying Strike price Expiration date Option type
3.130EUR -0.63% 3.130
Bid Size: 5,000
3.170
Ask Size: 5,000
- 7,000.00 - 12/17/2027 Call
 

Master data

WKN: HS3LN8
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 7,000.00 -
Maturity: 12/17/2027
Issue date: 12/11/2023
Last trading day: 12/16/2027
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 17.44
Leverage: Yes

Calculated values

Fair value: 2.02
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.11
Parity: -15.41
Time value: 3.13
Break-even: 7,313.00
Moneyness: 0.78
Premium: 0.34
Premium p.a.: 0.09
Spread abs.: 0.04
Spread %: 1.29%
Delta: 0.36
Theta: -0.38
Omega: 6.36
Rho: 56.78
 

Quote data

Open: 3.130
High: 3.130
Low: 3.130
Previous Close: 3.150
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.30%
1 Month
  -6.57%
3 Months  
+26.72%
YTD  
+110.07%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.610 3.060
1M High / 1M Low: 4.020 3.060
6M High / 6M Low: 4.020 1.560
High (YTD): 7/16/2024 4.020
Low (YTD): 1/5/2024 1.320
52W High: - -
52W Low: - -
Avg. price 1W:   3.190
Avg. volume 1W:   0.000
Avg. price 1M:   3.544
Avg. volume 1M:   0.000
Avg. price 6M:   2.807
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.12%
Volatility 6M:   78.07%
Volatility 1Y:   -
Volatility 3Y:   -