HSBC WAR. PUT 06/25 SGM/  DE000HS3VPM3  /

gettex Zettex2
2024-07-05  9:36:38 PM Chg.-0.0400 Bid9:59:54 PM Ask9:59:54 PM Underlying Strike price Expiration date Option type
0.5100EUR -7.27% 0.5100
Bid Size: 10,000
0.5200
Ask Size: 10,000
STMICROELECTRONICS 40.00 EUR 2025-06-20 Put
 

Master data

WKN: HS3VPM
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: STMICROELECTRONICS
Type: Warrant
Option type: Put
Strike price: 40.00 EUR
Maturity: 2025-06-20
Issue date: 2023-12-22
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -7.49
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.11
Implied volatility: 0.36
Historic volatility: 0.30
Parity: 0.11
Time value: 0.41
Break-even: 34.80
Moneyness: 1.03
Premium: 0.11
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.96%
Delta: -0.42
Theta: -0.01
Omega: -3.16
Rho: -0.21
 

Quote data

Open: 0.5500
High: 0.5500
Low: 0.5100
Previous Close: 0.5500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.31%
1 Month  
+13.33%
3 Months
  -15.00%
YTD  
+13.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.6600 0.5100
1M High / 1M Low: 0.6600 0.4300
6M High / 6M Low: 0.7100 0.4100
High (YTD): 2024-04-19 0.7100
Low (YTD): 2024-03-07 0.4100
52W High: - -
52W Low: - -
Avg. price 1W:   0.5740
Avg. volume 1W:   0.0000
Avg. price 1M:   0.5481
Avg. volume 1M:   0.0000
Avg. price 6M:   0.5472
Avg. volume 6M:   0.0000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.98%
Volatility 6M:   86.07%
Volatility 1Y:   -
Volatility 3Y:   -