HSBC Call 7000 S&P 500 Index 17.12.2027
/ DE000HS3LN82
HSBC Call 7000 S&P 500 Index 17.1.../ DE000HS3LN82 /
| 7/5/2024 9:35:30 PM |
Chg.+0.040 |
Bid9:59:01 PM |
Ask9:59:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.650EUR |
+1.11% |
3.660
Bid Size: 5,000 |
3.700
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: |
15.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.11 |
| Parity: |
-14.33 |
| Time value: |
3.70 |
| Break-even: |
7,370.00 |
| Moneyness: |
0.80 |
| Premium: |
0.32 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
1.09% |
| Delta: |
0.40 |
| Theta: |
-0.41 |
| Omega: |
6.03 |
| Rho: |
64.18 |
Quote data
| Open: |
3.640 |
| High: |
3.660 |
| Low: |
3.530 |
| Previous Close: |
3.610 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.96% |
| 1 Month |
|
|
+21.26% |
| 3 Months |
|
|
+24.57% |
| YTD |
|
|
+144.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.650 |
3.390 |
| 1M High / 1M Low: |
3.650 |
3.010 |
| 6M High / 6M Low: |
3.650 |
1.330 |
| High (YTD): |
7/5/2024 |
3.650 |
| Low (YTD): |
1/5/2024 |
1.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.532 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.365 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.548 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
40.39% |
| Volatility 6M: |
|
74.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
