HSBC Put 4400 S&P 500 Index 17.12.../  DE000HS3LRK4  /

Frankfurt Zert./HSBC
05/07/2024  21:35:32 Chg.-0.050 Bid05/07/2024 Ask05/07/2024 Underlying Strike price Expiration date Option type
1.790EUR -2.72% 1.790
Bid Size: 5,000
1.830
Ask Size: 5,000
- 4,400.00 - 17/12/2027 Put
 

Master data

WKN: HS3LRK
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: -
Type: Warrant
Option type: Put
Strike price: 4,400.00 -
Maturity: 17/12/2027
Issue date: 11/12/2023
Last trading day: 16/12/2027
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: -30.42
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.11
Parity: -11.67
Time value: 1.83
Break-even: 4,217.00
Moneyness: 0.79
Premium: 0.24
Premium p.a.: 0.06
Spread abs.: 0.04
Spread %: 2.23%
Delta: -0.14
Theta: -0.10
Omega: -4.11
Rho: -32.25
 

Quote data

Open: 1.830
High: 1.840
Low: 1.790
Previous Close: 1.840
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.25%
1 Month
  -13.53%
3 Months
  -33.46%
YTD
  -54.68%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.870 1.790
1M High / 1M Low: 2.080 1.790
6M High / 6M Low: 3.830 1.790
High (YTD): 03/01/2024 4.070
Low (YTD): 05/07/2024 1.790
52W High: - -
52W Low: - -
Avg. price 1W:   1.832
Avg. volume 1W:   0.000
Avg. price 1M:   1.967
Avg. volume 1M:   0.000
Avg. price 6M:   2.700
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   30.01%
Volatility 6M:   39.35%
Volatility 1Y:   -
Volatility 3Y:   -