HSBC WAR. CALL 12/27 S500
/ DE000HS3LMR0
HSBC WAR. CALL 12/27 S500/ DE000HS3LMR0 /
5/24/2024 9:35:28 PM |
Chg.+0.210 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
13.760EUR |
+1.55% |
13.760 Bid Size: 5,000 |
13.800 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: |
3.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
12.97 |
Intrinsic value: |
6.68 |
Implied volatility: |
0.14 |
Historic volatility: |
0.11 |
Parity: |
6.68 |
Time value: |
6.87 |
Break-even: |
5,955.00 |
Moneyness: |
1.15 |
Premium: |
0.13 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.04 |
Spread %: |
0.30% |
Delta: |
0.87 |
Theta: |
-0.45 |
Omega: |
3.39 |
Rho: |
115.36 |
Quote data
Open: |
13.560 |
High: |
13.760 |
Low: |
13.560 |
Previous Close: |
13.550 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.10% |
1 Month |
|
|
+10.79% |
3 Months |
|
|
+11.51% |
YTD |
|
|
+40.27% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
13.880 |
13.550 |
1M High / 1M Low: |
13.880 |
12.230 |
6M High / 6M Low: |
- |
- |
High (YTD): |
5/21/2024 |
13.880 |
Low (YTD): |
1/5/2024 |
9.350 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
13.720 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
13.123 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
24.37% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |