HSBC WAR. PUT 01/27 ABEC/ DE000HS4DWT0 /
10/07/2024 19:35:15 | Chg.-0.0200 | Bid20:31:07 | Ask20:31:07 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4200EUR | -4.55% | 0.4000 Bid Size: 100,000 |
0.4200 Ask Size: 100,000 |
Alphabet C | 110.00 USD | 15/01/2027 | 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: | 15/01/2027 |
Issue date: | 24/01/2024 |
Last trading day: | 14/01/2027 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -40.02 |
Leverage: | Yes |
Calculated values
Fair value: | 0.11 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.35 |
Historic volatility: | 0.25 |
Parity: | -7.44 |
Time value: | 0.44 |
Break-even: | 97.32 |
Moneyness: | 0.58 |
Premium: | 0.45 |
Premium p.a.: | 0.16 |
Spread abs.: | 0.02 |
Spread %: | 4.76% |
Delta: | -0.08 |
Theta: | -0.01 |
Omega: | -3.10 |
Rho: | -0.45 |
Quote data
Open: | 0.4300 |
---|---|
High: | 0.4300 |
Low: | 0.4200 |
Previous Close: | 0.4400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -8.70% | ||
---|---|---|---|
1 Month | -28.81% | ||
3 Months | -46.84% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.4600 | 0.4000 |
---|---|---|
1M High / 1M Low: | 0.5900 | 0.4000 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.4320 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.5250 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 74.77% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |