HSBC WAR. PUT 01/27 ABEC/ DE000HS4DWT0 /
| 2024-08-05 1:35:06 PM | Chg.+0.1300 | Bid3:48:30 PM | Ask3:48:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7100EUR | +22.41% | 0.6700 Bid Size: 100,000 |
0.7300 Ask Size: 100,000 |
Alphabet C | 110.00 USD | 2027-01-15 | Put |
Master data
| WKN: | HS4DWT |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Alphabet C |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 110.00 USD |
| Maturity: | 2027-01-15 |
| Issue date: | 2024-01-24 |
| Last trading day: | 2027-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -25.72 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.19 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.24 |
| Parity: | -5.35 |
| Time value: | 0.60 |
| Break-even: | 94.82 |
| Moneyness: | 0.65 |
| Premium: | 0.39 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.02 |
| Spread %: | 3.45% |
| Delta: | -0.11 |
| Theta: | -0.01 |
| Omega: | -2.90 |
| Rho: | -0.57 |
Quote data
| Open: | 0.7300 |
|---|---|
| High: | 0.7300 |
| Low: | 0.7100 |
| Previous Close: | 0.5800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +26.79% | ||
|---|---|---|---|
| 1 Month | +73.17% | ||
| 3 Months | 0.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5800 | 0.5000 |
|---|---|---|
| 1M High / 1M Low: | 0.5800 | 0.4000 |
| 6M High / 6M Low: | 1.1600 | 0.4000 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4700 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7282 | |
| Avg. volume 6M: | 6.3937 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 127.51% | |
| Volatility 6M: | 78.92% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
