HSBC WAR. CALL 12/27 S500
/ DE000HS3LN82
HSBC WAR. CALL 12/27 S500/ DE000HS3LN82 /
2024-09-05 9:36:03 AM |
Chg.0.0000 |
Bid10:44:20 AM |
Ask10:44:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.7700EUR |
0.00% |
2.7600 Bid Size: 5,000 |
2.8000 Ask Size: 5,000 |
- |
7,000.00 - |
2027-12-17 |
Call |
Master data
WKN: |
HS3LN8 |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7,000.00 - |
Maturity: |
2027-12-17 |
Issue date: |
2023-12-11 |
Last trading day: |
2027-12-16 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
19.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.42 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.13 |
Historic volatility: |
0.12 |
Parity: |
-14.80 |
Time value: |
2.79 |
Break-even: |
7,279.00 |
Moneyness: |
0.79 |
Premium: |
0.32 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.04 |
Spread %: |
1.45% |
Delta: |
0.35 |
Theta: |
-0.37 |
Omega: |
6.97 |
Rho: |
54.67 |
Quote data
Open: |
2.7400 |
High: |
2.7700 |
Low: |
2.7400 |
Previous Close: |
2.7700 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.65% |
1 Month |
|
|
+34.47% |
3 Months |
|
|
-4.15% |
YTD |
|
|
+82.24% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.2400 |
2.7700 |
1M High / 1M Low: |
3.2400 |
2.0600 |
6M High / 6M Low: |
4.0100 |
2.0600 |
High (YTD): |
2024-07-16 |
4.0100 |
Low (YTD): |
2024-01-17 |
1.3500 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.0140 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
2.8026 |
Avg. volume 1M: |
|
0.0000 |
Avg. price 6M: |
|
2.9653 |
Avg. volume 6M: |
|
0.0000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
89.66% |
Volatility 6M: |
|
78.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |