HSBC Put 5000 S&P 500 Index 17.12.2027
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HSBC Put 5000 S&P 500 Index 17.12.../ DE000HS3LRQ1 /
2024-07-08 8:35:02 AM |
Chg.+0.02 |
Bid10:00:10 PM |
Ask10:00:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.87EUR |
+0.70% |
- Bid Size: - |
- Ask Size: - |
- |
5,000.00 - |
2027-12-17 |
Put |
Master data
WKN: |
HS3LRQ |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
5,000.00 - |
Maturity: |
2027-12-17 |
Issue date: |
2023-12-11 |
Last trading day: |
2027-12-16 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-19.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.11 |
Parity: |
-5.67 |
Time value: |
2.84 |
Break-even: |
4,716.00 |
Moneyness: |
0.90 |
Premium: |
0.15 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.04 |
Spread %: |
1.43% |
Delta: |
-0.21 |
Theta: |
-0.09 |
Omega: |
-4.04 |
Rho: |
-49.33 |
Quote data
Open: |
2.87 |
High: |
2.87 |
Low: |
2.87 |
Previous Close: |
2.85 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.71% |
1 Month |
|
|
-10.03% |
3 Months |
|
|
-23.67% |
YTD |
|
|
-44.91% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.95 |
2.85 |
1M High / 1M Low: |
3.16 |
2.85 |
6M High / 6M Low: |
5.26 |
2.85 |
High (YTD): |
2024-01-04 |
5.47 |
Low (YTD): |
2024-07-05 |
2.85 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.88 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.00 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.87 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
32.28% |
Volatility 6M: |
|
36.76% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |