HSBC WAR. CALL 12/27 S500
/ DE000HS3LN41
HSBC WAR. CALL 12/27 S500/ DE000HS3LN41 /
| 02/08/2024 21:37:10 |
Chg.-0.7500 |
Bid21:59:56 |
Ask21:59:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.2100EUR |
-15.12% |
4.2900
Bid Size: 5,000 |
4.3300
Ask Size: 5,000 |
- |
6,400.00 - |
17/12/2027 |
Call |
Master data
| WKN: |
HS3LN4 |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6,400.00 - |
| Maturity: |
17/12/2027 |
| Issue date: |
11/12/2023 |
| Last trading day: |
16/12/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
10.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.11 |
| Parity: |
-9.53 |
| Time value: |
4.97 |
| Break-even: |
6,897.00 |
| Moneyness: |
0.85 |
| Premium: |
0.27 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
0.81% |
| Delta: |
0.50 |
| Theta: |
-0.46 |
| Omega: |
5.45 |
| Rho: |
74.59 |
Quote data
| Open: |
4.7700 |
| High: |
4.7700 |
| Low: |
4.2100 |
| Previous Close: |
4.9600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.57% |
| 1 Month |
|
|
-26.40% |
| 3 Months |
|
|
+0.72% |
| YTD |
|
|
+53.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.4400 |
4.2100 |
| 1M High / 1M Low: |
6.3200 |
4.2100 |
| 6M High / 6M Low: |
6.3200 |
3.3200 |
| High (YTD): |
16/07/2024 |
6.3200 |
| Low (YTD): |
05/01/2024 |
2.4800 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.9680 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
5.6165 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
4.7219 |
| Avg. volume 6M: |
|
2.9921 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.23% |
| Volatility 6M: |
|
64.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
