HSBC WAR. PUT 06/25 BNP/ DE000HS6S2L8 /
30/08/2024 21:36:51 | Chg.-0.0100 | Bid21:58:10 | Ask21:58:10 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.0100EUR | -0.50% | 1.9800 Bid Size: 50,000 |
2.0200 Ask Size: 50,000 |
BNP PARIBAS INH. ... | 80.00 EUR | 20/06/2025 | Put |
Master data
WKN: | HS6S2L |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | BNP PARIBAS INH. EO 2 |
Type: | Warrant |
Option type: | Put |
Strike price: | 80.00 EUR |
Maturity: | 20/06/2025 |
Issue date: | 22/05/2024 |
Last trading day: | 19/06/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -3.10 |
Leverage: | Yes |
Calculated values
Fair value: | 1.74 |
---|---|
Intrinsic value: | 1.74 |
Implied volatility: | 0.44 |
Historic volatility: | 0.23 |
Parity: | 1.74 |
Time value: | 0.28 |
Break-even: | 59.80 |
Moneyness: | 1.28 |
Premium: | 0.04 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.04 |
Spread %: | 2.02% |
Delta: | -0.64 |
Theta: | -0.01 |
Omega: | -1.97 |
Rho: | -0.48 |
Quote data
Open: | 2.0000 |
---|---|
High: | 2.0100 |
Low: | 2.0000 |
Previous Close: | 2.0200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -5.19% | ||
---|---|---|---|
1 Month | +4.69% | ||
3 Months | +28.03% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.1000 | 2.0100 |
---|---|---|
1M High / 1M Low: | 2.4000 | 1.9200 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.0520 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.1696 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 53.36% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |