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HSBC Call 8000 S&P 500 Index 17.1.../  DE000HS3LNA4  /

Frankfurt Zert./HSBC
28/02/2025  21:35:19 Chg.+0.020 Bid21:58:54 Ask21:58:54 Underlying Strike price Expiration date Option type
1.450EUR +1.40% 1.580
Bid Size: 25,000		 1.610
Ask Size: 25,000		 - 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: 37.22
Leverage: Yes

Calculated values

Fair value: 1.05
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.13
Parity: -20.46
Time value: 1.60
Break-even: 8,160.00
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 0.12
Spread abs.: 0.03
Spread %: 1.91%
Delta: 0.21
Theta: -0.29
Omega: 7.99
Rho: 31.31
 

Quote data

Open: 1.380
High: 1.460
Low: 1.350
Previous Close: 1.430
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.54%
1 Month
  -26.02%
3 Months
  -31.60%
YTD
  -18.99%
1 Year  
+59.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.750 1.430
1M High / 1M Low: 2.190 1.430
6M High / 6M Low: 2.310 0.700
High (YTD): 23/01/2025 2.230
Low (YTD): 27/02/2025 1.430
52W High: 16/12/2024 2.310
52W Low: 05/08/2024 0.580
Avg. price 1W:   1.562
Avg. volume 1W:   0.000
Avg. price 1M:   1.898
Avg. volume 1M:   0.000
Avg. price 6M:   1.675
Avg. volume 6M:   0.000
Avg. price 1Y:   1.372
Avg. volume 1Y:   0.000
Volatility 1M:   81.25%
Volatility 6M:   106.91%
Volatility 1Y:   106.74%
Volatility 3Y:   -