HSBC Call 6800 S&P 500 Index 17.12.2027
/ DE000HS3LN74
HSBC Call 6800 S&P 500 Index 17.1.../ DE000HS3LN74 /
| 2024-05-24 9:35:40 PM |
Chg.+0.080 |
Bid9:59:38 PM |
Ask9:59:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.480EUR |
+2.35% |
3.510
Bid Size: 5,000 |
3.550
Ask Size: 5,000 |
- |
6,800.00 - |
2027-12-17 |
Call |
Master data
| WKN: |
HS3LN7 |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6,800.00 - |
| Maturity: |
2027-12-17 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2027-12-16 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
14.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.11 |
| Parity: |
-14.95 |
| Time value: |
3.55 |
| Break-even: |
7,155.00 |
| Moneyness: |
0.78 |
| Premium: |
0.35 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
1.14% |
| Delta: |
0.39 |
| Theta: |
-0.40 |
| Omega: |
5.90 |
| Rho: |
62.03 |
Quote data
| Open: |
3.450 |
| High: |
3.510 |
| Low: |
3.360 |
| Previous Close: |
3.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.97% |
| 1 Month |
|
|
+18.37% |
| 3 Months |
|
|
+21.68% |
| YTD |
|
|
+90.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.610 |
3.400 |
| 1M High / 1M Low: |
3.610 |
2.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-11 |
3.650 |
| Low (YTD): |
2024-01-05 |
1.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.512 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.272 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
