HSBC WAR. PUT 06/25 LOR/ DE000HS3VR52 /
| 10/9/2024 5:36:43 PM | Chg.-0.210 | Bid6:33:36 PM | Ask6:33:36 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 11.190EUR | -1.84% | 11.060 Bid Size: 25,000 |
11.230 Ask Size: 25,000 |
L OREAL INH. E... | 500.00 - | 6/20/2025 | Put |
Master data
| WKN: | HS3VR5 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | L OREAL INH. EO 0,2 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 500.00 - |
| Maturity: | 6/20/2025 |
| Issue date: | 12/22/2023 |
| Last trading day: | 6/19/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -3.37 |
| Leverage: | Yes |
Calculated values
| Fair value: | 11.31 |
|---|---|
| Intrinsic value: | 11.31 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.21 |
| Parity: | 11.31 |
| Time value: | 0.16 |
| Break-even: | 385.30 |
| Moneyness: | 1.29 |
| Premium: | 0.00 |
| Premium p.a.: | 0.01 |
| Spread abs.: | 0.17 |
| Spread %: | 1.50% |
| Delta: | -0.76 |
| Theta: | -0.03 |
| Omega: | -2.58 |
| Rho: | -2.85 |
Quote data
| Open: | 11.330 |
|---|---|
| High: | 11.330 |
| Low: | 11.120 |
| Previous Close: | 11.400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.00% | ||
|---|---|---|---|
| 1 Month | -3.45% | ||
| 3 Months | +10.79% | ||
| YTD | +53.71% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 11.400 | 10.700 |
|---|---|---|
| 1M High / 1M Low: | 13.350 | 9.620 |
| 6M High / 6M Low: | 13.350 | 5.740 |
| High (YTD): | 9/12/2024 | 13.350 |
| Low (YTD): | 5/14/2024 | 5.740 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 10.944 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 11.820 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 9.190 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 103.95% | |
| Volatility 6M: | 80.24% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
