HSBC WAR. PUT 03/25 TDXP/ DE000HS4FY37 /
2024-10-11 9:37:42 PM | Chg.-0.1000 | Bid9:59:54 PM | Ask9:59:54 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.4600EUR | -6.41% | 1.4300 Bid Size: 10,000 |
1.4700 Ask Size: 10,000 |
TECDAX | 3,400.00 EUR | 2025-03-21 | Put |
Master data
WKN: | HS4FY3 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | TECDAX |
Type: | Warrant |
Option type: | Put |
Strike price: | 3,400.00 EUR |
Maturity: | 2025-03-21 |
Issue date: | 2024-01-29 |
Last trading day: | 2025-03-20 |
Ratio: | 100:1 |
Exercise type: | European |
Quanto: | - |
Gearing: | -23.04 |
Leverage: | Yes |
Calculated values
Fair value: | 1.12 |
---|---|
Intrinsic value: | 0.14 |
Implied volatility: | 0.18 |
Historic volatility: | 0.14 |
Parity: | 0.14 |
Time value: | 1.33 |
Break-even: | 3,253.00 |
Moneyness: | 1.00 |
Premium: | 0.04 |
Premium p.a.: | 0.09 |
Spread abs.: | 0.04 |
Spread %: | 2.80% |
Delta: | -0.44 |
Theta: | -0.36 |
Omega: | -10.19 |
Rho: | -7.21 |
Quote data
Open: | 1.5200 |
---|---|
High: | 1.5700 |
Low: | 1.4600 |
Previous Close: | 1.5600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -12.57% | ||
---|---|---|---|
1 Month | -25.13% | ||
3 Months | -3.95% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.7500 | 1.4600 |
---|---|---|
1M High / 1M Low: | 2.0000 | 1.3200 |
6M High / 6M Low: | 2.9200 | 1.3200 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.6000 | |
Avg. volume 1W: | 200 | |
Avg. price 1M: | 1.7023 | |
Avg. volume 1M: | 45.4545 | |
Avg. price 6M: | 1.9148 | |
Avg. volume 6M: | 47.6923 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 148.24% | |
Volatility 6M: | 120.51% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |