HSBC WAR. PUT 06/25 ARRD/ DE000HS6B4J7 /
2024-09-10 3:35:04 PM | Chg.+0.260 | Bid4:11:43 PM | Ask4:11:43 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.660EUR | +4.81% | 5.780 Bid Size: 5,000 |
5.880 Ask Size: 5,000 |
ARCELORMITTAL S.A. N... | 25.00 EUR | 2025-06-18 | Put |
Master data
WKN: | HS6B4J |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | ARCELORMITTAL S.A. NOUV. |
Type: | Warrant |
Option type: | Put |
Strike price: | 25.00 EUR |
Maturity: | 2025-06-18 |
Issue date: | 2024-05-02 |
Last trading day: | 2025-06-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -4.20 |
Leverage: | Yes |
Calculated values
Fair value: | 2.54 |
---|---|
Intrinsic value: | 1.47 |
Implied volatility: | 0.63 |
Historic volatility: | 0.25 |
Parity: | 1.47 |
Time value: | 4.15 |
Break-even: | 19.39 |
Moneyness: | 1.06 |
Premium: | 0.18 |
Premium p.a.: | 0.23 |
Spread abs.: | 0.20 |
Spread %: | 3.70% |
Delta: | -0.41 |
Theta: | -0.01 |
Omega: | -1.74 |
Rho: | -0.12 |
Quote data
Open: | 5.450 |
---|---|
High: | 5.660 |
Low: | 5.450 |
Previous Close: | 5.400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +4.04% | ||
---|---|---|---|
1 Month | +3.28% | ||
3 Months | +56.35% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.520 | 5.320 |
---|---|---|
1M High / 1M Low: | 5.780 | 4.530 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 5.434 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 5.123 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 88.45% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |