HSBC Put 4800 S&P 500 Index 17.12.2027
/ DE000HS3LRP3
HSBC Put 4800 S&P 500 Index 17.12.../ DE000HS3LRP3 /
2024-09-24 9:35:28 PM |
Chg.-0.010 |
Bid9:59:33 PM |
Ask9:59:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.610EUR |
-0.38% |
2.590 Bid Size: 5,000 |
2.630 Ask Size: 5,000 |
- |
4,800.00 - |
2027-12-17 |
Put |
Master data
WKN: |
HS3LRP |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
4,800.00 - |
Maturity: |
2027-12-17 |
Issue date: |
2023-12-11 |
Last trading day: |
2027-12-16 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-21.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.12 |
Parity: |
-9.19 |
Time value: |
2.64 |
Break-even: |
4,536.00 |
Moneyness: |
0.84 |
Premium: |
0.21 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.04 |
Spread %: |
1.54% |
Delta: |
-0.18 |
Theta: |
-0.13 |
Omega: |
-3.87 |
Rho: |
-41.54 |
Quote data
Open: |
2.600 |
High: |
2.650 |
Low: |
2.570 |
Previous Close: |
2.620 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-6.79% |
1 Month |
|
|
+1.16% |
3 Months |
|
|
-1.88% |
YTD |
|
|
-44.11% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.800 |
2.600 |
1M High / 1M Low: |
3.140 |
2.540 |
6M High / 6M Low: |
3.780 |
2.390 |
High (YTD): |
2024-01-03 |
4.870 |
Low (YTD): |
2024-07-12 |
2.390 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.680 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.769 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.903 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
66.39% |
Volatility 6M: |
|
58.05% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |