HSBC Call 7000 S&P 500 Index 17.12.2027
/ DE000HS3LN82
HSBC Call 7000 S&P 500 Index 17.1.../ DE000HS3LN82 /
| 09/10/2024 08:37:09 |
Chg.+0.17 |
Bid18:21:08 |
Ask18:21:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.82EUR |
+4.66% |
3.99
Bid Size: 5,000 |
4.03
Ask Size: 5,000 |
- |
7,000.00 - |
17/12/2027 |
Call |
Master data
| WKN: |
HS3LN8 |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7,000.00 - |
| Maturity: |
17/12/2027 |
| Issue date: |
11/12/2023 |
| Last trading day: |
16/12/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
14.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.93 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.12 |
| Parity: |
-12.49 |
| Time value: |
3.91 |
| Break-even: |
7,391.00 |
| Moneyness: |
0.82 |
| Premium: |
0.29 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
1.03% |
| Delta: |
0.41 |
| Theta: |
-0.43 |
| Omega: |
6.08 |
| Rho: |
63.38 |
Quote data
| Open: |
3.82 |
| High: |
3.82 |
| Low: |
3.82 |
| Previous Close: |
3.65 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.35% |
| 1 Month |
|
|
+58.51% |
| 3 Months |
|
|
+1.60% |
| YTD |
|
|
+159.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.82 |
3.37 |
| 1M High / 1M Low: |
3.82 |
2.41 |
| 6M High / 6M Low: |
3.99 |
1.87 |
| High (YTD): |
11/07/2024 |
3.99 |
| Low (YTD): |
17/01/2024 |
1.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.93% |
| Volatility 6M: |
|
100.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
