HSBC WAR. CALL 12/27 S500
/ DE000HS3LMR0
HSBC WAR. CALL 12/27 S500/ DE000HS3LMR0 /
| 2024-05-03 9:37:15 PM |
Chg.+0.340 |
Bid9:59:59 PM |
Ask9:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.570EUR |
+2.78% |
12.550
Bid Size: 5,000 |
12.590
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: |
12.310 |
| High: |
12.570 |
| Low: |
12.310 |
| Previous Close: |
12.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.03% |
| 1 Month |
|
|
-5.20% |
| 3 Months |
|
|
+11.14% |
| YTD |
|
|
+28.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
12.750 |
12.230 |
| 1M High / 1M Low: |
13.590 |
11.880 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-11 |
13.590 |
| Low (YTD): |
2024-01-05 |
9.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
12.500 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
12.675 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
35.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
