HSBC Put 5000 S&P 500 Index 17.12.2027
/ DE000HS3LRQ1
HSBC Put 5000 S&P 500 Index 17.12.../ DE000HS3LRQ1 /
| 25/09/2024 08:34:55 |
Chg.+0.02 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.99EUR |
+0.67% |
-
Bid Size: - |
-
Ask Size: - |
- |
5,000.00 - |
17/12/2027 |
Put |
Master data
| WKN: |
HS3LRQ |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5,000.00 - |
| Maturity: |
17/12/2027 |
| Issue date: |
11/12/2023 |
| Last trading day: |
16/12/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-19.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.12 |
| Parity: |
-7.33 |
| Time value: |
3.00 |
| Break-even: |
4,700.00 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
1.35% |
| Delta: |
-0.20 |
| Theta: |
-0.13 |
| Omega: |
-3.86 |
| Rho: |
-47.10 |
Quote data
| Open: |
2.99 |
| High: |
2.99 |
| Low: |
2.99 |
| Previous Close: |
2.97 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.47% |
| 1 Month |
|
|
-1.32% |
| 3 Months |
|
|
-2.61% |
| YTD |
|
|
-42.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.13 |
2.94 |
| 1M High / 1M Low: |
3.52 |
2.93 |
| 6M High / 6M Low: |
4.36 |
2.77 |
| High (YTD): |
04/01/2024 |
5.47 |
| Low (YTD): |
11/07/2024 |
2.77 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.27% |
| Volatility 6M: |
|
63.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
