HSBC Put 5000 S&P 500 Index 17.12.2027
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HSBC Put 5000 S&P 500 Index 17.12.../ DE000HS3LRQ1 /
| 8/1/2024 8:33:52 AM |
Chg.-0.07 |
Bid5:24:18 PM |
Ask5:24:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.05EUR |
-2.24% |
3.27
Bid Size: 5,000 |
3.31
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: |
-17.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.11 |
| Parity: |
-5.22 |
| Time value: |
3.11 |
| Break-even: |
4,689.00 |
| Moneyness: |
0.91 |
| Premium: |
0.15 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.04 |
| Spread %: |
1.30% |
| Delta: |
-0.22 |
| Theta: |
-0.10 |
| Omega: |
-3.86 |
| Rho: |
-51.10 |
Quote data
| Open: |
3.05 |
| High: |
3.05 |
| Low: |
3.05 |
| Previous Close: |
3.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.44% |
| 1 Month |
|
|
+3.04% |
| 3 Months |
|
|
-19.74% |
| YTD |
|
|
-41.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.26 |
3.12 |
| 1M High / 1M Low: |
3.26 |
2.77 |
| 6M High / 6M Low: |
4.83 |
2.77 |
| High (YTD): |
1/4/2024 |
5.47 |
| Low (YTD): |
7/11/2024 |
2.77 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
40.92% |
| Volatility 6M: |
|
38.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
