HSBC WAR. PUT 06/25 BNP/ DE000HS3VQU4 /
2024-08-30 9:35:34 PM | Chg.-0.0100 | Bid9:58:48 PM | Ask9:58:48 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.1700EUR | -0.85% | 1.1500 Bid Size: 50,000 |
1.1600 Ask Size: 50,000 |
BNP PARIBAS INH. ... | 70.00 EUR | 2025-06-20 | Put |
Master data
WKN: | HS3VQU |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | BNP PARIBAS INH. EO 2 |
Type: | Warrant |
Option type: | Put |
Strike price: | 70.00 EUR |
Maturity: | 2025-06-20 |
Issue date: | 2023-12-22 |
Last trading day: | 2025-06-19 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -5.13 |
Leverage: | Yes |
Calculated values
Fair value: | 0.88 |
---|---|
Intrinsic value: | 0.79 |
Implied volatility: | 0.38 |
Historic volatility: | 0.23 |
Parity: | 0.79 |
Time value: | 0.42 |
Break-even: | 57.90 |
Moneyness: | 1.13 |
Premium: | 0.07 |
Premium p.a.: | 0.08 |
Spread abs.: | 0.04 |
Spread %: | 3.42% |
Delta: | -0.54 |
Theta: | -0.01 |
Omega: | -2.76 |
Rho: | -0.37 |
Quote data
Open: | 1.1800 |
---|---|
High: | 1.1800 |
Low: | 1.1600 |
Previous Close: | 1.1800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -7.14% | ||
---|---|---|---|
1 Month | +5.41% | ||
3 Months | +37.65% | ||
YTD | -19.31% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.2400 | 1.1700 |
---|---|---|
1M High / 1M Low: | 1.5200 | 1.1100 |
6M High / 6M Low: | 1.9700 | 0.8000 |
High (YTD): | 2024-02-09 | 2.1500 |
Low (YTD): | 2024-05-20 | 0.8000 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.2020 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.3070 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.2171 | |
Avg. volume 6M: | 46.5116 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 76.67% | |
Volatility 6M: | 82.45% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |