HSBC WAR. PUT 12/27 S500/ DE000HS3LRC1 /
2024-09-09 9:37:12 AM | Chg.-0.0200 | Bid10:28:18 AM | Ask10:28:18 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.1300EUR | -1.74% | 1.1000 Bid Size: 5,000 |
1.1400 Ask Size: 5,000 |
- | 3,500.00 - | 2027-12-17 | Put |
Master data
WKN: | HS3LRC |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | - |
Type: | Warrant |
Option type: | Put |
Strike price: | 3,500.00 - |
Maturity: | 2027-12-17 |
Issue date: | 2023-12-11 |
Last trading day: | 2027-12-16 |
Ratio: | 100:1 |
Exercise type: | European |
Quanto: | No |
Gearing: | -45.45 |
Leverage: | Yes |
Calculated values
Fair value: | 0.02 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.26 |
Historic volatility: | 0.12 |
Parity: | -19.08 |
Time value: | 1.19 |
Break-even: | 3,381.00 |
Moneyness: | 0.65 |
Premium: | 0.37 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.04 |
Spread %: | 3.48% |
Delta: | -0.08 |
Theta: | -0.11 |
Omega: | -3.73 |
Rho: | -18.41 |
Quote data
Open: | 1.1300 |
---|---|
High: | 1.1300 |
Low: | 1.1300 |
Previous Close: | 1.1500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +21.51% | ||
---|---|---|---|
1 Month | 0.00% | ||
3 Months | +14.14% | ||
YTD | -39.57% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.1500 | 0.9300 |
---|---|---|
1M High / 1M Low: | 1.1500 | 0.9000 |
6M High / 6M Low: | 1.4400 | 0.9000 |
High (YTD): | 2024-01-04 | 1.9300 |
Low (YTD): | 2024-08-20 | 0.9000 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.0620 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.0038 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.1065 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 71.16% | |
Volatility 6M: | 57.09% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |