HSBC Put 4400 S&P 500 Index 17.12.2027
/ DE000HS3LRK4
HSBC Put 4400 S&P 500 Index 17.12.../ DE000HS3LRK4 /
| 24/09/2024 21:35:28 |
Chg.0.000 |
Bid21:55:13 |
Ask21:55:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.960EUR |
0.00% |
1.950
Bid Size: 5,000 |
1.990
Ask Size: 5,000 |
- |
4,400.00 - |
17/12/2027 |
Put |
Master data
| WKN: |
HS3LRK |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4,400.00 - |
| Maturity: |
17/12/2027 |
| Issue date: |
11/12/2023 |
| Last trading day: |
16/12/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-28.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.12 |
| Parity: |
-13.19 |
| Time value: |
1.99 |
| Break-even: |
4,201.00 |
| Moneyness: |
0.77 |
| Premium: |
0.27 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
2.05% |
| Delta: |
-0.14 |
| Theta: |
-0.13 |
| Omega: |
-3.90 |
| Rho: |
-31.50 |
Quote data
| Open: |
1.950 |
| High: |
1.990 |
| Low: |
1.920 |
| Previous Close: |
1.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.22% |
| 1 Month |
|
|
+1.55% |
| 3 Months |
|
|
-4.39% |
| YTD |
|
|
-50.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.090 |
1.950 |
| 1M High / 1M Low: |
2.350 |
1.900 |
| 6M High / 6M Low: |
2.980 |
1.780 |
| High (YTD): |
03/01/2024 |
4.070 |
| Low (YTD): |
12/07/2024 |
1.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.006 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.066 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.214 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.37% |
| Volatility 6M: |
|
60.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
