HSBC WAR. CALL 12/27 S500
/ DE000HS3LMR0
HSBC WAR. CALL 12/27 S500/ DE000HS3LMR0 /
| 6/14/2024 9:36:50 PM |
Chg.+0.050 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.610EUR |
+0.34% |
14.640
Bid Size: 5,000 |
14.680
Ask Size: 5,000 |
- |
4,600.00 - |
12/17/2027 |
Call |
Master data
| WKN: |
HS3LMR |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4,600.00 - |
| Maturity: |
12/17/2027 |
| Issue date: |
12/11/2023 |
| Last trading day: |
12/16/2027 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
3.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.11 |
| Intrinsic value: |
8.32 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.11 |
| Parity: |
8.32 |
| Time value: |
6.36 |
| Break-even: |
6,068.00 |
| Moneyness: |
1.18 |
| Premium: |
0.12 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
0.27% |
| Delta: |
0.89 |
| Theta: |
-0.44 |
| Omega: |
3.28 |
| Rho: |
117.54 |
Quote data
| Open: |
14.620 |
| High: |
14.620 |
| Low: |
14.510 |
| Previous Close: |
14.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.62% |
| 1 Month |
|
|
+6.64% |
| 3 Months |
|
|
+16.97% |
| YTD |
|
|
+48.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
14.610 |
14.170 |
| 1M High / 1M Low: |
14.610 |
13.110 |
| 6M High / 6M Low: |
14.610 |
9.350 |
| High (YTD): |
6/14/2024 |
14.610 |
| Low (YTD): |
1/5/2024 |
9.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
14.410 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
13.815 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
12.110 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
23.02% |
| Volatility 6M: |
|
32.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
