HSBC WAR. PUT 03/25 LOR/ DE000HS6B6Z8 /
2024-09-05 1:37:12 PM | Chg.+0.050 | Bid3:16:28 PM | Ask3:16:28 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
9.050EUR | +0.56% | 9.090 Bid Size: 25,000 |
9.140 Ask Size: 25,000 |
L OREAL INH. E... | 480.00 EUR | 2025-03-19 | Put |
Master data
WKN: | HS6B6Z |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | L OREAL INH. EO 0,2 |
Type: | Warrant |
Option type: | Put |
Strike price: | 480.00 EUR |
Maturity: | 2025-03-19 |
Issue date: | 2024-05-02 |
Last trading day: | 2025-03-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -4.32 |
Leverage: | Yes |
Calculated values
Fair value: | 8.86 |
---|---|
Intrinsic value: | 8.86 |
Implied volatility: | 0.31 |
Historic volatility: | 0.19 |
Parity: | 8.86 |
Time value: | 0.21 |
Break-even: | 389.40 |
Moneyness: | 1.23 |
Premium: | 0.01 |
Premium p.a.: | 0.01 |
Spread abs.: | 0.15 |
Spread %: | 1.68% |
Delta: | -0.76 |
Theta: | -0.03 |
Omega: | -3.29 |
Rho: | -2.08 |
Quote data
Open: | 8.970 |
---|---|
High: | 9.050 |
Low: | 8.800 |
Previous Close: | 9.000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +9.43% | ||
---|---|---|---|
1 Month | -4.54% | ||
3 Months | +118.07% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 9.000 | 8.270 |
---|---|---|
1M High / 1M Low: | 10.300 | 8.270 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 8.484 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 9.152 | |
Avg. volume 1M: | 14.826 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 52.19% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |