HSBC Put 4800 S&P 500 Index 17.12.2027
/ DE000HS3LRP3
HSBC Put 4800 S&P 500 Index 17.12.../ DE000HS3LRP3 /
2024-07-05 9:35:30 PM |
Chg.-0.060 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.430EUR |
-2.41% |
2.430 Bid Size: 5,000 |
2.470 Ask Size: 5,000 |
- |
4,800.00 - |
2027-12-17 |
Put |
Master data
WKN: |
HS3LRP |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
4,800.00 - |
Maturity: |
2027-12-17 |
Issue date: |
2023-12-11 |
Last trading day: |
2027-12-16 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-22.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.40 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.11 |
Parity: |
-7.67 |
Time value: |
2.46 |
Break-even: |
4,554.00 |
Moneyness: |
0.86 |
Premium: |
0.18 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.04 |
Spread %: |
1.65% |
Delta: |
-0.18 |
Theta: |
-0.09 |
Omega: |
-4.07 |
Rho: |
-43.04 |
Quote data
Open: |
2.470 |
High: |
2.490 |
Low: |
2.430 |
Previous Close: |
2.490 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-6.90% |
1 Month |
|
|
-10.33% |
3 Months |
|
|
-28.11% |
YTD |
|
|
-47.97% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.530 |
2.430 |
1M High / 1M Low: |
2.710 |
2.430 |
6M High / 6M Low: |
4.610 |
2.430 |
High (YTD): |
2024-01-03 |
4.870 |
Low (YTD): |
2024-07-05 |
2.430 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.478 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.601 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.385 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
27.50% |
Volatility 6M: |
|
39.60% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |