HSBC Call 4600 S&P 500 Index 17.12.2027
/ DE000HS3LMR0
HSBC Call 4600 S&P 500 Index 17.1.../ DE000HS3LMR0 /
2024-05-03 9:35:27 PM |
Chg.+0.350 |
Bid9:59:42 PM |
Ask9:59:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
12.540EUR |
+2.87% |
12.560 Bid Size: 5,000 |
12.600 Ask Size: 5,000 |
- |
4,600.00 - |
2027-12-17 |
Call |
Master data
WKN: |
HS3LMR |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4,600.00 - |
Maturity: |
2027-12-17 |
Issue date: |
2023-12-11 |
Last trading day: |
2027-12-16 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
4.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
11.92 |
Intrinsic value: |
5.28 |
Implied volatility: |
0.15 |
Historic volatility: |
0.11 |
Parity: |
5.28 |
Time value: |
7.32 |
Break-even: |
5,860.00 |
Moneyness: |
1.11 |
Premium: |
0.14 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.04 |
Spread %: |
0.32% |
Delta: |
0.85 |
Theta: |
-0.46 |
Omega: |
3.45 |
Rho: |
111.88 |
Quote data
Open: |
12.300 |
High: |
12.670 |
Low: |
12.280 |
Previous Close: |
12.190 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.18% |
1 Month |
|
|
-5.43% |
3 Months |
|
|
+10.78% |
YTD |
|
|
+28.22% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
12.710 |
12.190 |
1M High / 1M Low: |
13.570 |
11.870 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-04-11 |
13.570 |
Low (YTD): |
2024-01-05 |
9.310 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
12.465 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
12.655 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
35.58% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |