HSBC WAR. PUT 01/27 ABEC/ DE000HS4DWU8 /
10/09/2024 11:35:12 | Chg.-0.0100 | Bid12:48:57 | Ask12:48:57 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.0400EUR | -0.95% | 1.0300 Bid Size: 100,000 |
1.0600 Ask Size: 100,000 |
Alphabet C | 120.00 USD | 15/01/2027 | Put |
Master data
WKN: | HS4DWU |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Alphabet C |
Type: | Warrant |
Option type: | Put |
Strike price: | 120.00 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: | -12.78 |
Leverage: | Yes |
Calculated values
Fair value: | 0.54 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.34 |
Historic volatility: | 0.25 |
Parity: | -2.68 |
Time value: | 1.06 |
Break-even: | 98.14 |
Moneyness: | 0.80 |
Premium: | 0.28 |
Premium p.a.: | 0.11 |
Spread abs.: | 0.02 |
Spread %: | 1.92% |
Delta: | -0.20 |
Theta: | -0.01 |
Omega: | -2.57 |
Rho: | -0.89 |
Quote data
Open: | 1.0300 |
---|---|
High: | 1.0400 |
Low: | 1.0300 |
Previous Close: | 1.0500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +15.56% | ||
---|---|---|---|
1 Month | +20.93% | ||
3 Months | +38.67% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.0500 | 0.9000 |
---|---|---|
1M High / 1M Low: | 1.0500 | 0.7400 |
6M High / 6M Low: | 1.4300 | 0.5500 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.9600 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8319 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.8561 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 84.36% | |
Volatility 6M: | 78.81% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |