HSBC WAR. PUT 06/25 BNP/ DE000HS3VQU4 /
2024-07-26 3:35:27 PM | Chg.+0.0500 | Bid4:46:06 PM | Ask4:46:06 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.0500EUR | +5.00% | 1.0300 Bid Size: 10,000 |
1.0400 Ask Size: 10,000 |
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: | -6.39 |
Leverage: | Yes |
Calculated values
Fair value: | 0.75 |
---|---|
Intrinsic value: | 0.54 |
Implied volatility: | 0.34 |
Historic volatility: | 0.23 |
Parity: | 0.54 |
Time value: | 0.47 |
Break-even: | 59.90 |
Moneyness: | 1.08 |
Premium: | 0.07 |
Premium p.a.: | 0.08 |
Spread abs.: | 0.01 |
Spread %: | 1.00% |
Delta: | -0.50 |
Theta: | -0.01 |
Omega: | -3.18 |
Rho: | -0.38 |
Quote data
Open: | 1.0000 |
---|---|
High: | 1.0500 |
Low: | 1.0000 |
Previous Close: | 1.0000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -5.41% | ||
---|---|---|---|
1 Month | -19.23% | ||
3 Months | -7.89% | ||
YTD | -27.59% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.1100 | 1.0000 |
---|---|---|
1M High / 1M Low: | 1.3700 | 1.0000 |
6M High / 6M Low: | 2.1500 | 0.8000 |
High (YTD): | 2024-02-09 | 2.1500 |
Low (YTD): | 2024-05-20 | 0.8000 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.0320 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.1405 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.3340 | |
Avg. volume 6M: | 47.2441 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 88.16% | |
Volatility 6M: | 85.56% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |