HSBC Put 25 ARRD 18.12.2024
/ DE000HS015V6
HSBC Put 25 ARRD 18.12.2024/ DE000HS015V6 /
| 8/2/2024 9:50:39 AM |
Chg.+1.27 |
Bid10:00:09 PM |
Ask10:00:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.30EUR |
+31.51% |
-
Bid Size: - |
-
Ask Size: - |
ARCELORMITTAL S.A. N... |
25.00 - |
12/18/2024 |
Put |
Master data
| WKN: |
HS015V |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
25.00 - |
| Maturity: |
12/18/2024 |
| Issue date: |
6/22/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.10 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.92 |
| Historic volatility: |
0.25 |
| Parity: |
1.47 |
| Time value: |
4.46 |
| Break-even: |
19.08 |
| Moneyness: |
1.06 |
| Premium: |
0.19 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.20 |
| Spread %: |
3.50% |
| Delta: |
-0.42 |
| Theta: |
-0.02 |
| Omega: |
-1.68 |
| Rho: |
-0.06 |
Quote data
| Open: |
5.30 |
| High: |
5.30 |
| Low: |
5.30 |
| Previous Close: |
4.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.30% |
| 1 Month |
|
|
+43.24% |
| 3 Months |
|
|
+100.76% |
| YTD |
|
|
+100.00% |
| 1 Year |
|
|
+40.58% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.30 |
4.03 |
| 1M High / 1M Low: |
5.30 |
3.66 |
| 6M High / 6M Low: |
5.30 |
2.08 |
| High (YTD): |
8/2/2024 |
5.30 |
| Low (YTD): |
2/12/2024 |
2.08 |
| 52W High: |
10/30/2023 |
5.84 |
| 52W Low: |
2/12/2024 |
2.08 |
| Avg. price 1W: |
|
4.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.48 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
141.05% |
| Volatility 6M: |
|
109.51% |
| Volatility 1Y: |
|
91.52% |
| Volatility 3Y: |
|
- |
