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

EUWAX
31/07/2024  08:33:34 Chg.0.00 Bid08:48:20 Ask08:48:20 Underlying Strike price Expiration date Option type
3.12EUR 0.00% 3.14
Bid Size: 5,000
3.18
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: 17.24
Leverage: Yes

Calculated values

Fair value: 2.03
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.11
Parity: -15.36
Time value: 3.17
Break-even: 7,317.00
Moneyness: 0.78
Premium: 0.34
Premium p.a.: 0.09
Spread abs.: 0.04
Spread %: 1.28%
Delta: 0.37
Theta: -0.39
Omega: 6.32
Rho: 57.12
 

Quote data

Open: 3.12
High: 3.12
Low: 3.12
Previous Close: 3.12
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month
  -11.11%
3 Months  
+20.46%
YTD  
+112.24%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.38 3.01
1M High / 1M Low: 3.99 3.01
6M High / 6M Low: 3.99 1.61
High (YTD): 11/07/2024 3.99
Low (YTD): 17/01/2024 1.32
52W High: - -
52W Low: - -
Avg. price 1W:   3.15
Avg. volume 1W:   0.00
Avg. price 1M:   3.55
Avg. volume 1M:   0.00
Avg. price 6M:   2.81
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   69.83%
Volatility 6M:   67.69%
Volatility 1Y:   -
Volatility 3Y:   -