HSBC Call 8000 S&P 500 Index 17.12.2027
/ DE000HS3LNA4
HSBC Call 8000 S&P 500 Index 17.1.../ DE000HS3LNA4 /
7/25/2024 9:35:24 PM |
Chg.-0.010 |
Bid9:58:30 PM |
Ask9:58:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.050EUR |
-0.94% |
0.980 Bid Size: 5,000 |
1.020 Ask Size: 5,000 |
- |
8,000.00 - |
12/17/2027 |
Call |
Master data
WKN: |
HS3LNA |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
8,000.00 - |
Maturity: |
12/17/2027 |
Issue date: |
12/11/2023 |
Last trading day: |
12/16/2027 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
50.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.13 |
Historic volatility: |
0.11 |
Parity: |
-25.73 |
Time value: |
1.08 |
Break-even: |
8,108.00 |
Moneyness: |
0.68 |
Premium: |
0.49 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.04 |
Spread %: |
3.85% |
Delta: |
0.17 |
Theta: |
-0.22 |
Omega: |
8.50 |
Rho: |
27.54 |
Quote data
Open: |
1.030 |
High: |
1.090 |
Low: |
0.980 |
Previous Close: |
1.060 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-13.93% |
1 Month |
|
|
-16.00% |
3 Months |
|
|
+6.06% |
YTD |
|
|
+101.92% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.320 |
1.050 |
1M High / 1M Low: |
1.560 |
1.050 |
6M High / 6M Low: |
1.560 |
0.530 |
High (YTD): |
7/16/2024 |
1.560 |
Low (YTD): |
1/17/2024 |
0.450 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.190 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.305 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.035 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.61% |
Volatility 6M: |
|
96.21% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |