HSBC Put 5000 S&P 500 Index 17.12.2027
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HSBC Put 5000 S&P 500 Index 17.12.../ DE000HS3LRQ1 /
7/26/2024 9:35:29 PM |
Chg.0.000 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.210EUR |
0.00% |
3.160 Bid Size: 5,000 |
3.200 Ask Size: 5,000 |
- |
5,000.00 - |
12/17/2027 |
Put |
Master data
WKN: |
HS3LRQ |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
5,000.00 - |
Maturity: |
12/17/2027 |
Issue date: |
12/11/2023 |
Last trading day: |
12/16/2027 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-17.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.84 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.11 |
Parity: |
-4.59 |
Time value: |
3.20 |
Break-even: |
4,680.00 |
Moneyness: |
0.92 |
Premium: |
0.14 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.04 |
Spread %: |
1.27% |
Delta: |
-0.23 |
Theta: |
-0.09 |
Omega: |
-3.85 |
Rho: |
-52.65 |
Quote data
Open: |
3.260 |
High: |
3.270 |
Low: |
3.130 |
Previous Close: |
3.210 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+4.22% |
1 Month |
|
|
+6.64% |
3 Months |
|
|
-14.85% |
YTD |
|
|
-39.09% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.240 |
2.930 |
1M High / 1M Low: |
3.240 |
2.760 |
6M High / 6M Low: |
4.970 |
2.760 |
High (YTD): |
1/3/2024 |
5.500 |
Low (YTD): |
7/12/2024 |
2.760 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.106 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.933 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.638 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
56.38% |
Volatility 6M: |
|
43.41% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |