HSBC WAR. PUT 06/25 BNP/ DE000HS3VQU4 /
10/4/2024 9:37:23 PM | Chg.-0.0600 | Bid9:59:39 PM | Ask9:59:39 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.2800EUR | -4.48% | 1.2400 Bid Size: 50,000 |
1.3000 Ask Size: 50,000 |
BNP PARIBAS INH. ... | 70.00 EUR | 6/20/2025 | 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: | 6/20/2025 |
Issue date: | 12/22/2023 |
Last trading day: | 6/19/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -4.68 |
Leverage: | Yes |
Calculated values
Fair value: | 0.97 |
---|---|
Intrinsic value: | 0.91 |
Implied volatility: | 0.40 |
Historic volatility: | 0.23 |
Parity: | 0.91 |
Time value: | 0.39 |
Break-even: | 57.00 |
Moneyness: | 1.15 |
Premium: | 0.06 |
Premium p.a.: | 0.09 |
Spread abs.: | 0.06 |
Spread %: | 4.84% |
Delta: | -0.57 |
Theta: | -0.01 |
Omega: | -2.66 |
Rho: | -0.34 |
Quote data
Open: | 1.3100 |
---|---|
High: | 1.3100 |
Low: | 1.2800 |
Previous Close: | 1.3400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +14.29% | ||
---|---|---|---|
1 Month | +15.32% | ||
3 Months | +20.75% | ||
YTD | -11.72% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.3400 | 1.2400 |
---|---|---|
1M High / 1M Low: | 1.3400 | 0.9900 |
6M High / 6M Low: | 1.5200 | 0.8000 |
High (YTD): | 2/9/2024 | 2.1500 |
Low (YTD): | 5/20/2024 | 0.8000 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.2780 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.1586 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.1492 | |
Avg. volume 6M: | 46.1538 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 103.53% | |
Volatility 6M: | 90.59% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |