HSBC WAR. PUT 06/25 SGM/ DE000HS6B8P5 /
| 11/11/2024 21:35:18 | Chg.-0.0700 | Bid21:59:11 | Ask21:59:11 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4700EUR | -4.55% | 1.4600 Bid Size: 50,000 |
1.5100 Ask Size: 50,000 |
STMICROELECTRONICS | 40.00 EUR | 18/06/2025 | Put |
Master data
| WKN: | HS6B8P |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | STMICROELECTRONICS |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 40.00 EUR |
| Maturity: | 18/06/2025 |
| Issue date: | 02/05/2024 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -1.59 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.53 |
|---|---|
| Intrinsic value: | 1.53 |
| Implied volatility: | 0.55 |
| Historic volatility: | 0.33 |
| Parity: | 1.53 |
| Time value: | 0.02 |
| Break-even: | 24.50 |
| Moneyness: | 1.62 |
| Premium: | 0.01 |
| Premium p.a.: | 0.01 |
| Spread abs.: | 0.05 |
| Spread %: | 3.33% |
| Delta: | -0.81 |
| Theta: | 0.00 |
| Omega: | -1.29 |
| Rho: | -0.21 |
Quote data
| Open: | 1.4900 |
|---|---|
| High: | 1.4900 |
| Low: | 1.4700 |
| Previous Close: | 1.5400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.96% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | +10.53% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.5800 | 1.4900 |
|---|---|---|
| 1M High / 1M Low: | 1.5800 | 1.3500 |
| 6M High / 6M Low: | 1.5800 | 0.4300 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.5380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4681 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0282 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 49.67% | |
| Volatility 6M: | 107.07% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
