HSBC Put 35 SGM 18.12.2024
/ DE000HS6B8M2
HSBC Put 35 SGM 18.12.2024/ DE000HS6B8M2 /
| 2024-11-12 8:21:38 AM |
Chg.+0.010 |
Bid8:50:13 PM |
Ask8:50:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+1.02% |
0.910
Bid Size: 50,000 |
0.960
Ask Size: 50,000 |
STMICROELECTRONICS |
35.00 EUR |
2024-12-18 |
Put |
Master data
| WKN: |
HS6B8M |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
STMICROELECTRONICS |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 EUR |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-05-02 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-2.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.33 |
| Parity: |
0.97 |
| Time value: |
0.03 |
| Break-even: |
25.00 |
| Moneyness: |
1.39 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.05 |
| Spread %: |
5.26% |
| Delta: |
-0.87 |
| Theta: |
-0.02 |
| Omega: |
-2.20 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.990 |
| Previous Close: |
0.980 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.81% |
| 1 Month |
|
|
+6.45% |
| 3 Months |
|
|
+23.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.980 |
| 1M High / 1M Low: |
1.110 |
0.840 |
| 6M High / 6M Low: |
1.110 |
0.130 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.012 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.941 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.572 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.80% |
| Volatility 6M: |
|
178.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
