HSBC Call 5200 S&P 500 Index 17.12.2027
/ DE000HS3LMV2
HSBC Call 5200 S&P 500 Index 17.1.../ DE000HS3LMV2 /
| 17/05/2024 21:35:27 |
Chg.-0.100 |
Bid21:59:27 |
Ask21:59:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.210EUR |
-0.97% |
10.240
Bid Size: 5,000 |
10.280
Ask Size: 5,000 |
- |
5,200.00 - |
17/12/2027 |
Call |
Master data
| WKN: |
HS3LMV |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5,200.00 - |
| Maturity: |
17/12/2027 |
| Issue date: |
11/12/2023 |
| Last trading day: |
16/12/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
5.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.09 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.11 |
| Parity: |
1.03 |
| Time value: |
9.25 |
| Break-even: |
6,228.00 |
| Moneyness: |
1.02 |
| Premium: |
0.17 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
0.39% |
| Delta: |
0.75 |
| Theta: |
-0.49 |
| Omega: |
3.89 |
| Rho: |
106.44 |
Quote data
| Open: |
10.250 |
| High: |
10.280 |
| Low: |
10.140 |
| Previous Close: |
10.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.44% |
| 1 Month |
|
|
+12.44% |
| 3 Months |
|
|
+16.82% |
| YTD |
|
|
+47.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.310 |
9.910 |
| 1M High / 1M Low: |
10.310 |
8.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
16/05/2024 |
10.310 |
| Low (YTD): |
05/01/2024 |
6.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.144 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.533 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
33.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
