HSBC WAR. PUT 01/26 ABEA/ DE000HS76962 /
2024-10-11 9:36:57 PM | Chg.-0.1100 | Bid9:59:54 PM | Ask9:59:54 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.7500EUR | -2.85% | 3.7800 Bid Size: 100,000 |
3.7900 Ask Size: 100,000 |
Alphabet A | 200.00 USD | 2026-01-16 | Put |
Master data
WKN: | HS7696 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Alphabet A |
Type: | Warrant |
Option type: | Put |
Strike price: | 200.00 USD |
Maturity: | 2026-01-16 |
Issue date: | 2024-06-11 |
Last trading day: | 2026-01-15 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -3.94 |
Leverage: | Yes |
Calculated values
Fair value: | 3.41 |
---|---|
Intrinsic value: | 3.36 |
Implied volatility: | 0.31 |
Historic volatility: | 0.25 |
Parity: | 3.36 |
Time value: | 0.43 |
Break-even: | 145.00 |
Moneyness: | 1.23 |
Premium: | 0.03 |
Premium p.a.: | 0.02 |
Spread abs.: | 0.01 |
Spread %: | 0.26% |
Delta: | -0.61 |
Theta: | -0.01 |
Omega: | -2.42 |
Rho: | -1.64 |
Quote data
Open: | 3.8600 |
---|---|
High: | 3.8900 |
Low: | 3.7500 |
Previous Close: | 3.8600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +4.75% | ||
---|---|---|---|
1 Month | -10.07% | ||
3 Months | +36.86% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.9100 | 3.7500 |
---|---|---|
1M High / 1M Low: | 4.1700 | 3.5400 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.8160 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.7943 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 39.99% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |