HSBC Call 7500 S&P 500 Index 17.12.2027
/ DE000HS3LN90
HSBC Call 7500 S&P 500 Index 17.1.../ DE000HS3LN90 /
20/09/2024 08:34:43 |
Chg.+0.04 |
Bid13:55:14 |
Ask13:55:14 |
Underlying |
Strike price |
Expiration date |
Option type |
1.97EUR |
+2.07% |
1.96 Bid Size: 5,000 |
2.02 Ask Size: 5,000 |
- |
7,500.00 - |
17/12/2027 |
Call |
Master data
WKN: |
HS3LN9 |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7,500.00 - |
Maturity: |
17/12/2027 |
Issue date: |
11/12/2023 |
Last trading day: |
16/12/2027 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
28.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.91 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.13 |
Historic volatility: |
0.12 |
Parity: |
-17.86 |
Time value: |
2.04 |
Break-even: |
7,704.00 |
Moneyness: |
0.76 |
Premium: |
0.35 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.06 |
Spread %: |
3.03% |
Delta: |
0.28 |
Theta: |
-0.32 |
Omega: |
7.83 |
Rho: |
45.15 |
Quote data
Open: |
1.97 |
High: |
1.97 |
Low: |
1.97 |
Previous Close: |
1.93 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.53% |
1 Month |
|
|
+4.79% |
3 Months |
|
|
-11.26% |
YTD |
|
|
+126.44% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.93 |
1.72 |
1M High / 1M Low: |
1.93 |
1.37 |
6M High / 6M Low: |
2.54 |
0.94 |
High (YTD): |
11/07/2024 |
2.54 |
Low (YTD): |
17/01/2024 |
0.76 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.82 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.73 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.83 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
109.35% |
Volatility 6M: |
|
119.72% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |