HSBC WAR. CALL 12/27 S500
/ DE000HS3LN74
HSBC WAR. CALL 12/27 S500/ DE000HS3LN74 /
28/06/2024 15:35:09 |
Chg.+0.0700 |
Bid16:40:15 |
Ask16:40:15 |
Underlying |
Strike price |
Expiration date |
Option type |
4.2000EUR |
+1.69% |
4.2600 Bid Size: 5,000 |
4.3000 Ask Size: 5,000 |
- |
6,800.00 - |
17/12/2027 |
Call |
Master data
WKN: |
HS3LN7 |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
6,800.00 - |
Maturity: |
17/12/2027 |
Issue date: |
11/12/2023 |
Last trading day: |
16/12/2027 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
13.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.54 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.15 |
Historic volatility: |
0.11 |
Parity: |
-13.17 |
Time value: |
4.15 |
Break-even: |
7,215.00 |
Moneyness: |
0.81 |
Premium: |
0.32 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.04 |
Spread %: |
0.97% |
Delta: |
0.43 |
Theta: |
-0.43 |
Omega: |
5.68 |
Rho: |
67.33 |
Quote data
Open: |
4.2000 |
High: |
4.2000 |
Low: |
4.2000 |
Previous Close: |
4.1300 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.45% |
1 Month |
|
|
+19.66% |
3 Months |
|
|
+16.67% |
YTD |
|
|
+124.60% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.1300 |
4.0500 |
1M High / 1M Low: |
4.1300 |
3.0500 |
6M High / 6M Low: |
4.1300 |
1.6600 |
High (YTD): |
27/06/2024 |
4.1300 |
Low (YTD): |
17/01/2024 |
1.6600 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.0780 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
3.7383 |
Avg. volume 1M: |
|
0.0000 |
Avg. price 6M: |
|
2.9548 |
Avg. volume 6M: |
|
0.0000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
53.88% |
Volatility 6M: |
|
68.19% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |