HSBC WAR. PUT 09/24 BMW/ DE000HS2JJY8 /
2024-07-23 7:36:57 PM | Chg.+0.0180 | Bid8:30:32 PM | Ask8:30:32 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1470EUR | +13.95% | 0.1440 Bid Size: 20,000 |
0.1600 Ask Size: 20,000 |
BAY.MOTOREN WERKE AG... | 85.00 EUR | 2024-09-18 | Put |
Master data
WKN: | HS2JJY |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | BAY.MOTOREN WERKE AG ST |
Type: | Warrant |
Option type: | Put |
Strike price: | 85.00 EUR |
Maturity: | 2024-09-18 |
Issue date: | 2023-10-19 |
Last trading day: | 2024-09-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -65.41 |
Leverage: | Yes |
Calculated values
Fair value: | 0.09 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.27 |
Historic volatility: | 0.22 |
Parity: | -0.59 |
Time value: | 0.14 |
Break-even: | 83.61 |
Moneyness: | 0.93 |
Premium: | 0.08 |
Premium p.a.: | 0.64 |
Spread abs.: | 0.02 |
Spread %: | 13.01% |
Delta: | -0.23 |
Theta: | -0.02 |
Omega: | -15.15 |
Rho: | -0.04 |
Quote data
Open: | 0.1290 |
---|---|
High: | 0.1470 |
Low: | 0.1290 |
Previous Close: | 0.1290 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -16.00% | ||
---|---|---|---|
1 Month | -43.46% | ||
3 Months | -12.50% | ||
YTD | -60.27% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1750 | 0.1240 |
---|---|---|
1M High / 1M Low: | 0.2700 | 0.1220 |
6M High / 6M Low: | 0.4600 | 0.1060 |
High (YTD): | 2024-01-17 | 0.5200 |
Low (YTD): | 2024-04-04 | 0.1060 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1524 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1954 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2070 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 294.83% | |
Volatility 6M: | 180.12% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |