HSBC WAR. PUT 01/26 ABEA/ DE000HS4PSB0 /
10/09/2024 21:35:23 | Chg.-0.1000 | Bid21:59:50 | Ask21:59:50 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.7100EUR | -3.56% | 2.7500 Bid Size: 100,000 |
2.7600 Ask Size: 100,000 |
Alphabet A | 170.00 USD | 16/01/2026 | Put |
Master data
WKN: | HS4PSB |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Alphabet A |
Type: | Warrant |
Option type: | Put |
Strike price: | 170.00 USD |
Maturity: | 16/01/2026 |
Issue date: | 08/02/2024 |
Last trading day: | 15/01/2026 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -4.90 |
Leverage: | Yes |
Calculated values
Fair value: | 2.31 |
---|---|
Intrinsic value: | 1.93 |
Implied volatility: | 0.32 |
Historic volatility: | 0.25 |
Parity: | 1.93 |
Time value: | 0.82 |
Break-even: | 126.55 |
Moneyness: | 1.14 |
Premium: | 0.06 |
Premium p.a.: | 0.04 |
Spread abs.: | 0.01 |
Spread %: | 0.37% |
Delta: | -0.52 |
Theta: | -0.01 |
Omega: | -2.54 |
Rho: | -1.31 |
Quote data
Open: | 2.7400 |
---|---|
High: | 2.7600 |
Low: | 2.6500 |
Previous Close: | 2.8100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +15.32% | ||
---|---|---|---|
1 Month | +24.88% | ||
3 Months | +56.65% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.8100 | 2.3300 |
---|---|---|
1M High / 1M Low: | 2.8100 | 1.8900 |
6M High / 6M Low: | 3.4700 | 1.3100 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.5680 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.1800 | |
Avg. volume 1M: | 9.2727 | |
Avg. price 6M: | 2.1019 | |
Avg. volume 6M: | 10.0465 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 91.12% | |
Volatility 6M: | 84.31% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |