HSBC WAR. CALL 12/27 S500
/ DE000HS3LN82
HSBC WAR. CALL 12/27 S500/ DE000HS3LN82 /
2024-09-20 9:37:16 PM |
Chg.-0.1000 |
Bid9:59:20 PM |
Ask9:59:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.3100EUR |
-2.93% |
3.3000 Bid Size: 5,000 |
3.3600 Ask Size: 5,000 |
- |
7,000.00 - |
2027-12-17 |
Call |
Master data
WKN: |
HS3LN8 |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7,000.00 - |
Maturity: |
2027-12-17 |
Issue date: |
2023-12-11 |
Last trading day: |
2027-12-16 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
16.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.93 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.13 |
Historic volatility: |
0.12 |
Parity: |
-12.97 |
Time value: |
3.36 |
Break-even: |
7,336.00 |
Moneyness: |
0.81 |
Premium: |
0.29 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.06 |
Spread %: |
1.82% |
Delta: |
0.39 |
Theta: |
-0.40 |
Omega: |
6.67 |
Rho: |
61.68 |
Quote data
Open: |
3.3200 |
High: |
3.3400 |
Low: |
3.2900 |
Previous Close: |
3.4100 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.88% |
1 Month |
|
|
+6.09% |
3 Months |
|
|
-3.22% |
YTD |
|
|
+117.76% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.4100 |
3.0400 |
1M High / 1M Low: |
3.4100 |
2.3300 |
6M High / 6M Low: |
4.0100 |
2.0600 |
High (YTD): |
2024-07-16 |
4.0100 |
Low (YTD): |
2024-01-17 |
1.3500 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.1960 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
2.9743 |
Avg. volume 1M: |
|
0.0000 |
Avg. price 6M: |
|
2.9950 |
Avg. volume 6M: |
|
0.0000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
87.59% |
Volatility 6M: |
|
81.18% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |