HSBC WAR. PUT 12/27 S500/ DE000HS3LRQ1 /
2024-07-30 1:37:01 PM | Chg.-0.0200 | Bid2:55:31 PM | Ask2:55:31 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.1700EUR | -0.63% | 3.1400 Bid Size: 5,000 |
3.1800 Ask Size: 5,000 |
- | 5,000.00 - | 2027-12-17 | Put |
Master data
WKN: | HS3LRQ |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | - |
Type: | Warrant |
Option type: | Put |
Strike price: | 5,000.00 - |
Maturity: | 2027-12-17 |
Issue date: | 2023-12-11 |
Last trading day: | 2027-12-16 |
Ratio: | 100:1 |
Exercise type: | European |
Quanto: | No |
Gearing: | -17.02 |
Leverage: | Yes |
Calculated values
Fair value: | 0.83 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.20 |
Historic volatility: | 0.11 |
Parity: | -4.64 |
Time value: | 3.21 |
Break-even: | 4,679.00 |
Moneyness: | 0.92 |
Premium: | 0.14 |
Premium p.a.: | 0.04 |
Spread abs.: | 0.04 |
Spread %: | 1.26% |
Delta: | -0.23 |
Theta: | -0.09 |
Omega: | -3.84 |
Rho: | -52.51 |
Quote data
Open: | 3.1700 |
---|---|
High: | 3.1700 |
Low: | 3.1700 |
Previous Close: | 3.1900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +7.46% | ||
---|---|---|---|
1 Month | +5.32% | ||
3 Months | -17.66% | ||
YTD | -39.85% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.2400 | 2.9500 |
---|---|---|
1M High / 1M Low: | 3.2400 | 2.7900 |
6M High / 6M Low: | 4.9700 | 2.7900 |
High (YTD): | 2024-01-03 | 5.5100 |
Low (YTD): | 2024-07-12 | 2.7900 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.1640 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.9619 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 3.6493 | |
Avg. volume 6M: | 3.1496 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 47.55% | |
Volatility 6M: | 39.71% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |