HSBC Call 6600 S&P 500 Index 17.12.2027
/ DE000HS3LN66
HSBC Call 6600 S&P 500 Index 17.1.../ DE000HS3LN66 /
| 2024-05-17 9:35:27 PM |
Chg.-0.020 |
Bid9:59:06 PM |
Ask9:59:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.170EUR |
-0.48% |
4.170
Bid Size: 5,000 |
4.210
Ask Size: 5,000 |
- |
6,600.00 - |
2027-12-17 |
Call |
Master data
| WKN: |
HS3LN6 |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6,600.00 - |
| Maturity: |
2027-12-17 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2027-12-16 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
12.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.77 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.11 |
| Parity: |
-12.97 |
| Time value: |
4.22 |
| Break-even: |
7,022.00 |
| Moneyness: |
0.80 |
| Premium: |
0.32 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
0.96% |
| Delta: |
0.44 |
| Theta: |
-0.43 |
| Omega: |
5.55 |
| Rho: |
68.74 |
Quote data
| Open: |
4.150 |
| High: |
4.170 |
| Low: |
4.110 |
| Previous Close: |
4.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.47% |
| 1 Month |
|
|
+19.48% |
| 3 Months |
|
|
+31.13% |
| YTD |
|
|
+87.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.190 |
3.910 |
| 1M High / 1M Low: |
4.190 |
3.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-11 |
4.270 |
| Low (YTD): |
2024-01-05 |
2.000 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.080 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.704 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
