HSBC WAR. PUT 12/27 S500/ DE000HS3LRP3 /
21/06/2024 21:35:33 | Chg.+0.0500 | Bid21:59:56 | Ask21:59:56 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.6600EUR | +1.92% | 2.6500 Bid Size: 5,000 |
2.6900 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: | -20.31 |
Leverage: | Yes |
Calculated values
Fair value: | 0.51 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.20 |
Historic volatility: | 0.11 |
Parity: | -6.65 |
Time value: | 2.69 |
Break-even: | 4,531.00 |
Moneyness: | 0.88 |
Premium: | 0.17 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.04 |
Spread %: | 1.51% |
Delta: | -0.19 |
Theta: | -0.09 |
Omega: | -3.94 |
Rho: | -46.34 |
Quote data
Open: | 2.6100 |
---|---|
High: | 2.6600 |
Low: | 2.6100 |
Previous Close: | 2.6100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -3.27% | ||
---|---|---|---|
1 Month | -8.28% | ||
3 Months | -20.12% | ||
YTD | -43.04% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.6600 | 2.6100 |
---|---|---|
1M High / 1M Low: | 2.9200 | 2.6100 |
6M High / 6M Low: | 4.8800 | 2.6100 |
High (YTD): | 03/01/2024 | 4.8800 |
Low (YTD): | 20/06/2024 | 2.6100 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.6320 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.7713 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 3.5627 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 26.24% | |
Volatility 6M: | 36.98% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |