HSBC Call 8000 S&P 500 Index 17.12.2027
/ DE000HS3LNA4
HSBC Call 8000 S&P 500 Index 17.1.../ DE000HS3LNA4 /
| 12/07/2024 13:35:44 |
Chg.+0.020 |
Bid12/07/2024 |
Ask12/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.370EUR |
+1.48% |
1.370
Bid Size: 5,000 |
1.410
Ask Size: 5,000 |
- |
8,000.00 - |
17/12/2027 |
Call |
Master data
| WKN: |
HS3LNA |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8,000.00 - |
| Maturity: |
17/12/2027 |
| Issue date: |
11/12/2023 |
| Last trading day: |
16/12/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
40.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.11 |
| Parity: |
-24.15 |
| Time value: |
1.39 |
| Break-even: |
8,139.00 |
| Moneyness: |
0.70 |
| Premium: |
0.46 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.04 |
| Spread %: |
2.96% |
| Delta: |
0.20 |
| Theta: |
-0.25 |
| Omega: |
8.12 |
| Rho: |
33.94 |
Quote data
| Open: |
1.370 |
| High: |
1.370 |
| Low: |
1.360 |
| Previous Close: |
1.350 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.24% |
| 1 Month |
|
|
+18.10% |
| 3 Months |
|
|
+17.09% |
| YTD |
|
|
+163.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.480 |
1.340 |
| 1M High / 1M Low: |
1.480 |
1.150 |
| 6M High / 6M Low: |
1.480 |
0.450 |
| High (YTD): |
10/07/2024 |
1.480 |
| Low (YTD): |
17/01/2024 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.374 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.268 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.971 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.84% |
| Volatility 6M: |
|
89.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
