HSBC Call 6600 S&P 500 Index 17.12.2027
/ DE000HS3LN66
HSBC Call 6600 S&P 500 Index 17.1.../ DE000HS3LN66 /
9/24/2024 8:34:43 AM |
Chg.+0.10 |
Bid10:00:03 PM |
Ask10:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.88EUR |
+2.09% |
- Bid Size: - |
- Ask Size: - |
- |
6,600.00 - |
12/17/2027 |
Call |
Master data
WKN: |
HS3LN6 |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
6,600.00 - |
Maturity: |
12/17/2027 |
Issue date: |
12/11/2023 |
Last trading day: |
12/16/2027 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
11.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.21 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.14 |
Historic volatility: |
0.12 |
Parity: |
-8.81 |
Time value: |
4.85 |
Break-even: |
7,085.00 |
Moneyness: |
0.87 |
Premium: |
0.24 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.04 |
Spread %: |
0.83% |
Delta: |
0.50 |
Theta: |
-0.46 |
Omega: |
5.84 |
Rho: |
75.80 |
Quote data
Open: |
4.88 |
High: |
4.88 |
Low: |
4.88 |
Previous Close: |
4.78 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.42% |
1 Month |
|
|
+9.66% |
3 Months |
|
|
+2.09% |
YTD |
|
|
+120.81% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.78 |
4.46 |
1M High / 1M Low: |
4.78 |
3.61 |
6M High / 6M Low: |
5.46 |
2.94 |
High (YTD): |
7/11/2024 |
5.46 |
Low (YTD): |
1/5/2024 |
2.00 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.64 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.31 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.23 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
73.79% |
Volatility 6M: |
|
82.73% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |