HSBC Put 4800 S&P 500 Index 17.12.2027
/ DE000HS3LRP3
HSBC Put 4800 S&P 500 Index 17.12.../ DE000HS3LRP3 /
| 25/09/2024 08:34:55 |
Chg.+0.03 |
Bid17:24:00 |
Ask17:24:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.63EUR |
+1.15% |
2.61
Bid Size: 5,000 |
2.65
Ask Size: 5,000 |
- |
4,800.00 - |
17/12/2027 |
Put |
Master data
| WKN: |
HS3LRP |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4,800.00 - |
| Maturity: |
17/12/2027 |
| Issue date: |
11/12/2023 |
| Last trading day: |
16/12/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-21.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.12 |
| Parity: |
-9.33 |
| Time value: |
2.63 |
| Break-even: |
4,537.00 |
| 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: |
-3.88 |
| Rho: |
-41.38 |
Quote data
| Open: |
2.63 |
| High: |
2.63 |
| Low: |
2.63 |
| Previous Close: |
2.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.66% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-1.13% |
| YTD |
|
|
-42.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.73 |
2.57 |
| 1M High / 1M Low: |
3.06 |
2.55 |
| 6M High / 6M Low: |
3.81 |
2.40 |
| High (YTD): |
04/01/2024 |
4.85 |
| Low (YTD): |
11/07/2024 |
2.40 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.79% |
| Volatility 6M: |
|
65.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
