HSBC WAR. PUT 09/24 CBK/ DE000HS5Z2E5 /
23/08/2024 21:35:43 | Chg.-0.0180 | Bid21:59:18 | Ask21:59:18 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0990EUR | -15.38% | 0.0960 Bid Size: 50,000 |
0.1060 Ask Size: 50,000 |
COMMERZBANK AG | 14.00 EUR | 18/09/2024 | Put |
Master data
WKN: | HS5Z2E |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | COMMERZBANK AG |
Type: | Warrant |
Option type: | Put |
Strike price: | 14.00 EUR |
Maturity: | 18/09/2024 |
Issue date: | 11/04/2024 |
Last trading day: | 17/09/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -12.35 |
Leverage: | Yes |
Calculated values
Fair value: | 0.10 |
---|---|
Intrinsic value: | 0.09 |
Implied volatility: | 0.36 |
Historic volatility: | 0.29 |
Parity: | 0.09 |
Time value: | 0.02 |
Break-even: | 12.94 |
Moneyness: | 1.07 |
Premium: | 0.01 |
Premium p.a.: | 0.19 |
Spread abs.: | 0.01 |
Spread %: | 10.42% |
Delta: | -0.74 |
Theta: | -0.01 |
Omega: | -9.10 |
Rho: | -0.01 |
Quote data
Open: | 0.1040 |
---|---|
High: | 0.1040 |
Low: | 0.0990 |
Previous Close: | 0.1170 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -26.67% | ||
---|---|---|---|
1 Month | +175.00% | ||
3 Months | +98.00% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1400 | 0.0990 |
---|---|---|
1M High / 1M Low: | 0.1790 | 0.0300 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1224 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1109 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 423.18% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |