HSBC Call 6800 S&P 500 Index 17.12.2027
/ DE000HS3LN74
HSBC Call 6800 S&P 500 Index 17.1.../ DE000HS3LN74 /
07/06/2024 21:35:42 |
Chg.+0.130 |
Bid21:59:57 |
Ask21:59:57 |
Underlying |
Strike price |
Expiration date |
Option type |
3.610EUR |
+3.74% |
3.580 Bid Size: 5,000 |
3.620 Ask Size: 5,000 |
- |
6,800.00 - |
17/12/2027 |
Call |
Master data
WKN: |
HS3LN7 |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
6,800.00 - |
Maturity: |
17/12/2027 |
Issue date: |
11/12/2023 |
Last trading day: |
16/12/2027 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
14.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.15 |
Historic volatility: |
0.11 |
Parity: |
-14.53 |
Time value: |
3.62 |
Break-even: |
7,162.00 |
Moneyness: |
0.79 |
Premium: |
0.34 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.04 |
Spread %: |
1.12% |
Delta: |
0.40 |
Theta: |
-0.40 |
Omega: |
5.88 |
Rho: |
62.32 |
Quote data
Open: |
3.490 |
High: |
3.730 |
Low: |
3.340 |
Previous Close: |
3.480 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+18.36% |
1 Month |
|
|
+10.74% |
3 Months |
|
|
+23.21% |
YTD |
|
|
+97.27% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.610 |
3.190 |
1M High / 1M Low: |
3.610 |
3.050 |
6M High / 6M Low: |
- |
- |
High (YTD): |
11/04/2024 |
3.650 |
Low (YTD): |
05/01/2024 |
1.630 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.396 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.410 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
51.45% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |