HSBC Put 4000 S&P 500 Index 17.12.2027
/ DE000HS3LRH0
HSBC Put 4000 S&P 500 Index 17.12.../ DE000HS3LRH0 /
9/3/2024 9:00:24 PM |
Chg.+0.014 |
Bid9/3/2024 |
Ask9/3/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.152EUR |
+10.14% |
0.152 Bid Size: 50,000 |
0.162 Ask Size: 50,000 |
- |
4,000.00 - |
12/17/2027 |
Put |
Master data
WKN: |
HS3LRH |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
4,000.00 - |
Maturity: |
12/17/2027 |
Issue date: |
12/11/2023 |
Last trading day: |
12/16/2027 |
Ratio: |
1000:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-38.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.12 |
Parity: |
-1.65 |
Time value: |
0.15 |
Break-even: |
3,852.00 |
Moneyness: |
0.71 |
Premium: |
0.32 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
7.25% |
Delta: |
-0.10 |
Theta: |
-0.11 |
Omega: |
-3.90 |
Rho: |
-23.85 |
Quote data
Open: |
0.139 |
High: |
0.152 |
Low: |
0.138 |
Previous Close: |
0.138 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+10.14% |
1 Month |
|
|
-14.61% |
3 Months |
|
|
+1.33% |
YTD |
|
|
-43.70% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.145 |
0.138 |
1M High / 1M Low: |
0.200 |
0.132 |
6M High / 6M Low: |
0.210 |
0.129 |
High (YTD): |
1/4/2024 |
0.280 |
Low (YTD): |
7/12/2024 |
0.129 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.141 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.152 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.162 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
79.38% |
Volatility 6M: |
|
61.54% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |