HSBC WAR. PUT 09/24 MDAX/ DE000HS14609 /
06/09/2024 19:35:43 | Chg.+0.3400 | Bid20:23:34 | Ask20:23:34 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.1200EUR | +19.10% | 2.1400 Bid Size: 10,000 |
2.1900 Ask Size: 10,000 |
MDAX PERFORMANCE-IND... | 27,200.00 EUR | 18/09/2024 | Put |
Master data
WKN: | HS1460 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | MDAX PERFORMANCE-INDEX |
Type: | Warrant |
Option type: | Put |
Strike price: | 27,200.00 EUR |
Maturity: | 18/09/2024 |
Issue date: | 10/08/2023 |
Last trading day: | 17/09/2024 |
Ratio: | 1000:1 |
Exercise type: | European |
Quanto: | - |
Gearing: | -13.93 |
Leverage: | Yes |
Calculated values
Fair value: | 1.81 |
---|---|
Intrinsic value: | 1.84 |
Implied volatility: | 0.20 |
Historic volatility: | 0.15 |
Parity: | 1.84 |
Time value: | -0.02 |
Break-even: | 25,380.00 |
Moneyness: | 1.07 |
Premium: | 0.00 |
Premium p.a.: | -0.03 |
Spread abs.: | 0.05 |
Spread %: | 2.82% |
Delta: | -0.97 |
Theta: | 0.15 |
Omega: | -13.54 |
Rho: | -8.70 |
Quote data
Open: | 1.7900 |
---|---|
High: | 2.1200 |
Low: | 1.7900 |
Previous Close: | 1.7800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +43.24% | ||
---|---|---|---|
1 Month | -28.38% | ||
3 Months | +152.38% | ||
YTD | +52.52% | ||
1 Year | +26.19% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.9300 | 1.4800 |
---|---|---|
1M High / 1M Low: | 2.9900 | 1.4800 |
6M High / 6M Low: | 3.1100 | 0.7300 |
High (YTD): | 05/08/2024 | 3.1100 |
Low (YTD): | 20/05/2024 | 0.7300 |
52W High: | 27/10/2023 | 3.3300 |
52W Low: | 20/05/2024 | 0.7300 |
Avg. price 1W: | 1.7200 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.2470 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.5429 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.7273 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 131.16% | |
Volatility 6M: | 153.07% | |
Volatility 1Y: | 129.46% | |
Volatility 3Y: | - |