HSBC Put 3800 S&P 500 Index 17.12.2027
/ DE000HS3LRF4
HSBC Put 3800 S&P 500 Index 17.12.../ DE000HS3LRF4 /
| 02/08/2024 21:35:27 |
Chg.+0.170 |
Bid21:55:23 |
Ask21:55:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.530EUR |
+12.50% |
1.530
Bid Size: 5,000 |
1.570
Ask Size: 5,000 |
- |
3,800.00 - |
17/12/2027 |
Put |
Master data
| WKN: |
HS3LRF |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3,800.00 - |
| Maturity: |
17/12/2027 |
| Issue date: |
11/12/2023 |
| Last trading day: |
16/12/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-39.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.11 |
| Parity: |
-16.47 |
| Time value: |
1.37 |
| Break-even: |
3,663.00 |
| Moneyness: |
0.70 |
| Premium: |
0.33 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
3.01% |
| Delta: |
-0.10 |
| Theta: |
-0.10 |
| Omega: |
-3.86 |
| Rho: |
-22.49 |
Quote data
| Open: |
1.380 |
| High: |
1.600 |
| Low: |
1.380 |
| Previous Close: |
1.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.53% |
| 1 Month |
|
|
+34.21% |
| 3 Months |
|
|
-0.65% |
| YTD |
|
|
-34.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.530 |
1.210 |
| 1M High / 1M Low: |
1.530 |
1.110 |
| 6M High / 6M Low: |
1.980 |
1.110 |
| High (YTD): |
03/01/2024 |
2.440 |
| Low (YTD): |
12/07/2024 |
1.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.326 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.212 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.486 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.16% |
| Volatility 6M: |
|
50.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
