HSBC Call 6500 S&P 500 Index 17.12.2027
/ DE000HS3LN58
HSBC Call 6500 S&P 500 Index 17.1.../ DE000HS3LN58 /
| 2024-05-03 10:35:45 AM |
Chg.+0.080 |
Bid10:39:49 AM |
Ask10:39:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.720EUR |
+2.20% |
3.730
Bid Size: 5,000 |
3.770
Ask Size: 5,000 |
- |
6,500.00 - |
2027-12-17 |
Call |
Master data
| WKN: |
HS3LN5 |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6,500.00 - |
| Maturity: |
2027-12-17 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2027-12-16 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
13.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.11 |
| Parity: |
-14.36 |
| Time value: |
3.70 |
| Break-even: |
6,870.00 |
| Moneyness: |
0.78 |
| Premium: |
0.36 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
1.09% |
| Delta: |
0.41 |
| Theta: |
-0.40 |
| Omega: |
5.60 |
| Rho: |
61.68 |
Quote data
| Open: |
3.700 |
| High: |
3.720 |
| Low: |
3.690 |
| Previous Close: |
3.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.92% |
| 1 Month |
|
|
-15.26% |
| 3 Months |
|
|
+20.39% |
| YTD |
|
|
+51.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.040 |
3.640 |
| 1M High / 1M Low: |
4.610 |
3.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-11 |
4.610 |
| Low (YTD): |
2024-01-05 |
2.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.870 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.034 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
