HSBC WAR. PUT 01/27 ABEC/ DE000HS5RV43 /
| 10/11/2024 9:36:22 PM | Chg.-0.0700 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.9800EUR | -2.30% | 2.9900 Bid Size: 100,000 |
3.0100 Ask Size: 100,000 |
Alphabet C | 180.00 USD | 1/15/2027 | Put |
Master data
| WKN: | HS5RV4 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Alphabet C |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 180.00 USD |
| Maturity: | 1/15/2027 |
| Issue date: | 3/28/2024 |
| Last trading day: | 1/14/2027 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -5.00 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.37 |
|---|---|
| Intrinsic value: | 1.42 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.25 |
| Parity: | 1.42 |
| Time value: | 1.59 |
| Break-even: | 134.51 |
| Moneyness: | 1.09 |
| Premium: | 0.11 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.02 |
| Spread %: | 0.67% |
| Delta: | -0.42 |
| Theta: | -0.01 |
| Omega: | -2.09 |
| Rho: | -2.10 |
Quote data
| Open: | 3.0600 |
|---|---|
| High: | 3.0700 |
| Low: | 2.9800 |
| Previous Close: | 3.0500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.83% | ||
|---|---|---|---|
| 1 Month | -12.09% | ||
| 3 Months | +31.28% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.0800 | 2.9800 |
|---|---|---|
| 1M High / 1M Low: | 3.3900 | 2.8700 |
| 6M High / 6M Low: | 3.9100 | 2.1200 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.0180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.0390 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.8758 | |
| Avg. volume 6M: | 12.7442 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 32.23% | |
| Volatility 6M: | 61.09% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
