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

Frankfurt Zert./HSBC
30/07/2024  21:35:48 Chg.+0.050 Bid08:00:03 Ask08:00:03 Underlying Strike price Expiration date Option type
2.070EUR +2.48% 2.000
Bid Size: 5,000
2.040
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: -26.39
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.11
Parity: -10.64
Time value: 2.07
Break-even: 4,193.00
Moneyness: 0.81
Premium: 0.23
Premium p.a.: 0.06
Spread abs.: 0.04
Spread %: 1.97%
Delta: -0.15
Theta: -0.11
Omega: -3.94
Rho: -34.56
 

Quote data

Open: 2.030
High: 2.100
Low: 2.000
Previous Close: 2.020
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.48%
1 Month  
+7.25%
3 Months
  -20.69%
YTD
  -47.59%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.080 2.020
1M High / 1M Low: 2.080 1.780
6M High / 6M Low: 3.550 1.780
High (YTD): 03/01/2024 4.070
Low (YTD): 12/07/2024 1.780
52W High: - -
52W Low: - -
Avg. price 1W:   2.058
Avg. volume 1W:   0.000
Avg. price 1M:   1.897
Avg. volume 1M:   0.000
Avg. price 6M:   2.478
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   55.24%
Volatility 6M:   42.94%
Volatility 1Y:   -
Volatility 3Y:   -