HSBC WAR. PUT 12/27 S500/ DE000HS3LRQ1 /
2024-05-24 9:36:50 PM | Chg.-0.0600 | Bid9:59:03 PM | Ask9:59:03 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.3000EUR | -1.79% | 3.2700 Bid Size: 5,000 |
3.3100 Ask Size: 5,000 |
- | 5,000.00 - | 2027-12-17 | Put |
Master data
WKN: | HS3LRQ |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | - |
Type: | Warrant |
Option type: | Put |
Strike price: | 5,000.00 - |
Maturity: | 2027-12-17 |
Issue date: | 2023-12-11 |
Last trading day: | 2027-12-16 |
Ratio: | 100:1 |
Exercise type: | European |
Quanto: | No |
Gearing: | -16.03 |
Leverage: | Yes |
Calculated values
Fair value: | 0.98 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.19 |
Historic volatility: | 0.11 |
Parity: | -3.05 |
Time value: | 3.31 |
Break-even: | 4,669.00 |
Moneyness: | 0.94 |
Premium: | 0.12 |
Premium p.a.: | 0.03 |
Spread abs.: | 0.04 |
Spread %: | 1.22% |
Delta: | -0.24 |
Theta: | -0.07 |
Omega: | -3.81 |
Rho: | -56.75 |
Quote data
Open: | 3.3500 |
---|---|
High: | 3.3500 |
Low: | 3.3000 |
Previous Close: | 3.3600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -1.20% | ||
---|---|---|---|
1 Month | -16.03% | ||
3 Months | -17.50% | ||
YTD | -37.38% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.3600 | 3.3000 |
---|---|---|
1M High / 1M Low: | 3.9600 | 3.3000 |
6M High / 6M Low: | - | - |
High (YTD): | 2024-01-03 | 5.5100 |
Low (YTD): | 2024-05-24 | 3.3000 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.3180 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.5724 | |
Avg. volume 1M: | 3.5714 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 28.99% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |