HSBC WAR. PUT 06/25 LOR/ DE000HS3VR45 /
| 2024-07-30 5:37:37 PM | Chg.+0.120 | Bid6:58:45 PM | Ask6:58:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.710EUR | +1.82% | 6.560 Bid Size: 10,000 |
6.640 Ask Size: 10,000 |
L OREAL INH. E... | 450.00 - | 2025-06-20 | Put |
Master data
| WKN: | HS3VR4 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | L OREAL INH. EO 0,2 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 450.00 - |
| Maturity: | 2025-06-20 |
| Issue date: | 2023-12-22 |
| Last trading day: | 2025-06-19 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -5.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.74 |
|---|---|
| Intrinsic value: | 5.74 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.19 |
| Parity: | 5.74 |
| Time value: | 0.87 |
| Break-even: | 383.90 |
| Moneyness: | 1.15 |
| Premium: | 0.02 |
| Premium p.a.: | 0.02 |
| Spread abs.: | 0.08 |
| Spread %: | 1.23% |
| Delta: | -0.62 |
| Theta: | -0.03 |
| Omega: | -3.66 |
| Rho: | -2.74 |
Quote data
| Open: | 6.500 |
|---|---|
| High: | 6.920 |
| Low: | 6.500 |
| Previous Close: | 6.590 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +13.54% | ||
|---|---|---|---|
| 1 Month | +20.25% | ||
| 3 Months | +67.33% | ||
| YTD | +49.44% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.640 | 5.910 |
|---|---|---|
| 1M High / 1M Low: | 6.640 | 5.150 |
| 6M High / 6M Low: | 6.640 | 3.120 |
| High (YTD): | 2024-07-25 | 6.640 |
| Low (YTD): | 2024-05-14 | 3.120 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 6.300 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.753 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.458 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 87.31% | |
| Volatility 6M: | 100.50% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
