HSBC WAR. PUT 01/27 ABEC/ DE000HS76913 /
2024-08-05 5:35:15 PM | Chg.+0.1900 | Bid5:59:00 PM | Ask5:59:00 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.7900EUR | +5.28% | 3.7700 Bid Size: 100,000 |
3.8300 Ask Size: 100,000 |
Alphabet C | 190.00 USD | 2027-01-15 | Put |
Master data
WKN: | HS7691 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Alphabet C |
Type: | Warrant |
Option type: | Put |
Strike price: | 190.00 USD |
Maturity: | 2027-01-15 |
Issue date: | 2024-06-11 |
Last trading day: | 2027-01-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -4.29 |
Leverage: | Yes |
Calculated values
Fair value: | 2.64 |
---|---|
Intrinsic value: | 1.98 |
Implied volatility: | 0.35 |
Historic volatility: | 0.24 |
Parity: | 1.98 |
Time value: | 1.62 |
Break-even: | 138.14 |
Moneyness: | 1.13 |
Premium: | 0.10 |
Premium p.a.: | 0.04 |
Spread abs.: | 0.02 |
Spread %: | 0.56% |
Delta: | -0.42 |
Theta: | -0.01 |
Omega: | -1.79 |
Rho: | -2.45 |
Quote data
Open: | 4.2400 |
---|---|
High: | 4.6400 |
Low: | 3.7900 |
Previous Close: | 3.6000 |
Turnover: | 3,486.6000 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +12.80% | ||
---|---|---|---|
1 Month | +50.40% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.6000 | 3.3100 |
---|---|---|
1M High / 1M Low: | 3.6000 | 2.5200 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.4000 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.0129 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 64.65% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |