HSBC Put 4400 S&P 500 Index 17.12.2027
/ DE000HS3LRK4
HSBC Put 4400 S&P 500 Index 17.12.../ DE000HS3LRK4 /
| 7/30/2024 9:35:48 PM |
Chg.+0.050 |
Bid8:02:43 AM |
Ask8:02:43 AM |
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 - |
12/17/2027 |
Put |
Master data
| WKN: |
HS3LRK |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4,400.00 - |
| Maturity: |
12/17/2027 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/16/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-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): |
1/3/2024 |
4.070 |
| Low (YTD): |
7/12/2024 |
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: |
|
- |
