HSBC Call 7000 S&P 500 Index 17.12.2027
/ DE000HS3LN82
HSBC Call 7000 S&P 500 Index 17.1.../ DE000HS3LN82 /
9/24/2024 8:34:43 AM |
Chg.- |
Bid8:03:12 AM |
Ask8:03:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
3.43EUR |
- |
3.36 Bid Size: 5,000 |
3.40 Ask Size: 5,000 |
- |
7,000.00 - |
12/17/2027 |
Call |
Master data
WKN: |
HS3LN8 |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7,000.00 - |
Maturity: |
12/17/2027 |
Issue date: |
12/11/2023 |
Last trading day: |
12/16/2027 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
16.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.98 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.13 |
Historic volatility: |
0.12 |
Parity: |
-12.81 |
Time value: |
3.39 |
Break-even: |
7,339.00 |
Moneyness: |
0.82 |
Premium: |
0.28 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.04 |
Spread %: |
1.19% |
Delta: |
0.40 |
Theta: |
-0.40 |
Omega: |
6.67 |
Rho: |
62.07 |
Quote data
Open: |
3.43 |
High: |
3.43 |
Low: |
3.43 |
Previous Close: |
3.35 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.58% |
1 Month |
|
|
+11.36% |
3 Months |
|
|
+2.39% |
YTD |
|
|
+133.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.43 |
3.13 |
1M High / 1M Low: |
3.43 |
2.41 |
6M High / 6M Low: |
3.99 |
1.87 |
High (YTD): |
7/11/2024 |
3.99 |
Low (YTD): |
1/17/2024 |
1.32 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.30 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.98 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.99 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
87.83% |
Volatility 6M: |
|
98.82% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |