HSBC Call 8000 S&P 500 Index 17.12.2027
/ DE000HS3LNA4
HSBC Call 8000 S&P 500 Index 17.1.../ DE000HS3LNA4 /
23/09/2024 20:00:48 |
Chg.+0.020 |
Bid20:11:21 |
Ask20:11:21 |
Underlying |
Strike price |
Expiration date |
Option type |
1.100EUR |
+1.85% |
1.100 Bid Size: 5,270 |
1.140 Ask Size: 5,270 |
- |
8,000.00 - |
17/12/2027 |
Call |
Master data
WKN: |
HS3LNA |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
8,000.00 - |
Maturity: |
17/12/2027 |
Issue date: |
11/12/2023 |
Last trading day: |
16/12/2027 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
49.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.12 |
Historic volatility: |
0.12 |
Parity: |
-22.97 |
Time value: |
1.15 |
Break-even: |
8,115.00 |
Moneyness: |
0.71 |
Premium: |
0.42 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.06 |
Spread %: |
5.50% |
Delta: |
0.18 |
Theta: |
-0.23 |
Omega: |
9.05 |
Rho: |
29.89 |
Quote data
Open: |
1.140 |
High: |
1.140 |
Low: |
1.080 |
Previous Close: |
1.080 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+11.11% |
1 Month |
|
|
+3.77% |
3 Months |
|
|
-11.29% |
YTD |
|
|
+111.54% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.110 |
0.990 |
1M High / 1M Low: |
1.110 |
0.700 |
6M High / 6M Low: |
1.560 |
0.580 |
High (YTD): |
16/07/2024 |
1.560 |
Low (YTD): |
17/01/2024 |
0.450 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.036 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.954 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.067 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
121.62% |
Volatility 6M: |
|
112.52% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |