HSBC Put 4800 S&P 500 Index 17.12.2027
/ DE000HS3LRP3
HSBC Put 4800 S&P 500 Index 17.12.../ DE000HS3LRP3 /
| 8/1/2024 8:33:52 AM |
Chg.-0.06 |
Bid9:42:40 AM |
Ask9:42:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.64EUR |
-2.22% |
2.64
Bid Size: 5,000 |
2.68
Ask Size: 5,000 |
- |
4,800.00 - |
12/17/2027 |
Put |
Master data
| WKN: |
HS3LRP |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4,800.00 - |
| Maturity: |
12/17/2027 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/16/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-20.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.11 |
| Parity: |
-7.22 |
| Time value: |
2.70 |
| Break-even: |
4,530.00 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
1.50% |
| Delta: |
-0.19 |
| Theta: |
-0.10 |
| Omega: |
-3.90 |
| Rho: |
-44.69 |
Quote data
| Open: |
2.64 |
| High: |
2.64 |
| Low: |
2.64 |
| Previous Close: |
2.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.71% |
| 1 Month |
|
|
+2.72% |
| 3 Months |
|
|
-20.00% |
| YTD |
|
|
-42.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.83 |
2.70 |
| 1M High / 1M Low: |
2.83 |
2.40 |
| 6M High / 6M Low: |
4.24 |
2.40 |
| High (YTD): |
1/4/2024 |
4.85 |
| Low (YTD): |
7/11/2024 |
2.40 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
42.25% |
| Volatility 6M: |
|
39.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
