HSBC Put 3500 S&P 500 Index 17.12.2027
/ DE000HS3LRC1
HSBC Put 3500 S&P 500 Index 17.12.../ DE000HS3LRC1 /
9/9/2024 9:20:58 AM |
Chg.-0.030 |
Bid9/9/2024 |
Ask9/9/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.110EUR |
-2.63% |
1.110 Bid Size: 5,000 |
1.150 Ask Size: 5,000 |
- |
3,500.00 - |
12/17/2027 |
Put |
Master data
WKN: |
HS3LRC |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3,500.00 - |
Maturity: |
12/17/2027 |
Issue date: |
12/11/2023 |
Last trading day: |
12/16/2027 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-45.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.12 |
Parity: |
-19.08 |
Time value: |
1.19 |
Break-even: |
3,381.00 |
Moneyness: |
0.65 |
Premium: |
0.37 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.04 |
Spread %: |
3.48% |
Delta: |
-0.08 |
Theta: |
-0.11 |
Omega: |
-3.73 |
Rho: |
-18.43 |
Quote data
Open: |
1.100 |
High: |
1.110 |
Low: |
1.100 |
Previous Close: |
1.140 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+19.35% |
1 Month |
|
|
+1.83% |
3 Months |
|
|
+15.63% |
YTD |
|
|
-39.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.140 |
0.930 |
1M High / 1M Low: |
1.140 |
0.880 |
6M High / 6M Low: |
1.430 |
0.860 |
High (YTD): |
1/3/2024 |
1.930 |
Low (YTD): |
7/12/2024 |
0.860 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.052 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.987 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.082 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
83.66% |
Volatility 6M: |
|
65.73% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |