HSBC Call 7500 S&P 500 Index 17.12.2027
/ DE000HS3LN90
HSBC Call 7500 S&P 500 Index 17.1.../ DE000HS3LN90 /
| 6/18/2024 8:36:35 AM |
Chg.+0.20 |
Bid7:42:34 AM |
Ask7:42:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.17EUR |
+10.15% |
2.19
Bid Size: 5,000 |
2.23
Ask Size: 5,000 |
- |
7,500.00 - |
12/17/2027 |
Call |
Master data
| WKN: |
HS3LN9 |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7,500.00 - |
| Maturity: |
12/17/2027 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/16/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
25.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.11 |
| Parity: |
-20.27 |
| Time value: |
2.17 |
| Break-even: |
7,717.00 |
| Moneyness: |
0.73 |
| Premium: |
0.41 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
1.88% |
| Delta: |
0.28 |
| Theta: |
-0.32 |
| Omega: |
7.00 |
| Rho: |
45.57 |
Quote data
| Open: |
2.17 |
| High: |
2.17 |
| Low: |
2.17 |
| Previous Close: |
1.97 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.44% |
| 1 Month |
|
|
+16.67% |
| 3 Months |
|
|
+28.40% |
| YTD |
|
|
+149.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.17 |
1.93 |
| 1M High / 1M Low: |
2.17 |
1.58 |
| 6M High / 6M Low: |
2.17 |
0.76 |
| High (YTD): |
6/18/2024 |
2.17 |
| Low (YTD): |
1/17/2024 |
0.76 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.70% |
| Volatility 6M: |
|
78.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
