HSBC Put 5000 S&P 500 Index 17.12.2027
/ DE000HS3LRQ1
HSBC Put 5000 S&P 500 Index 17.12.../ DE000HS3LRQ1 /
30/08/2024 21:35:46 |
Chg.-0.060 |
Bid21:59:08 |
Ask21:59:08 |
Underlying |
Strike price |
Expiration date |
Option type |
2.980EUR |
-1.97% |
2.930 Bid Size: 5,000 |
2.970 Ask Size: 5,000 |
- |
5,000.00 - |
17/12/2027 |
Put |
Master data
WKN: |
HS3LRQ |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
5,000.00 - |
Maturity: |
17/12/2027 |
Issue date: |
11/12/2023 |
Last trading day: |
16/12/2027 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-18.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.77 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.12 |
Parity: |
-6.48 |
Time value: |
2.98 |
Break-even: |
4,702.00 |
Moneyness: |
0.89 |
Premium: |
0.17 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.04 |
Spread %: |
1.36% |
Delta: |
-0.20 |
Theta: |
-0.11 |
Omega: |
-3.88 |
Rho: |
-47.90 |
Quote data
Open: |
3.020 |
High: |
3.050 |
Low: |
2.950 |
Previous Close: |
3.040 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-0.33% |
1 Month |
|
|
-20.11% |
3 Months |
|
|
-9.70% |
YTD |
|
|
-43.45% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.080 |
2.950 |
1M High / 1M Low: |
4.150 |
2.900 |
6M High / 6M Low: |
4.330 |
2.760 |
High (YTD): |
03/01/2024 |
5.500 |
Low (YTD): |
12/07/2024 |
2.760 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.008 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.296 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.427 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
79.96% |
Volatility 6M: |
|
53.54% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |