HSBC Call 6800 S&P 500 Index 17.12.2027
/ DE000HS3LN74
HSBC Call 6800 S&P 500 Index 17.1.../ DE000HS3LN74 /
| 25/09/2024 12:00:43 |
Chg.+0.010 |
Bid12:01:49 |
Ask12:01:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.100EUR |
+0.24% |
4.110
Bid Size: 5,000 |
4.150
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: |
13.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.12 |
| Parity: |
-10.67 |
| Time value: |
4.16 |
| Break-even: |
7,216.00 |
| Moneyness: |
0.84 |
| Premium: |
0.26 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
0.97% |
| Delta: |
0.45 |
| Theta: |
-0.44 |
| Omega: |
6.18 |
| Rho: |
69.55 |
Quote data
| Open: |
4.060 |
| High: |
4.100 |
| Low: |
4.020 |
| Previous Close: |
4.090 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.47% |
| 1 Month |
|
|
+7.89% |
| 3 Months |
|
|
+1.23% |
| YTD |
|
|
+124.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.090 |
3.780 |
| 1M High / 1M Low: |
4.090 |
2.860 |
| 6M High / 6M Low: |
4.720 |
2.390 |
| High (YTD): |
16/07/2024 |
4.720 |
| Low (YTD): |
05/01/2024 |
1.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.988 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.614 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.570 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.19% |
| Volatility 6M: |
|
81.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
