HSBC WAR. PUT 09/24 MDAX/ DE000HS14633 /
2024-08-29 11:37:01 AM | Chg.- | Bid12:45:48 PM | Ask2024-08-29 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.3100EUR | - | - Bid Size: 10,000 |
- Ask Size: 10,000 |
MDAX PERFORMANCE-IND... | 27,800.00 - | 2024-09-18 | Put |
Master data
WKN: | HS1463 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | MDAX PERFORMANCE-INDEX |
Type: | Warrant |
Option type: | Put |
Strike price: | 27,800.00 - |
Maturity: | 2024-09-18 |
Issue date: | 2023-08-10 |
Last trading day: | 2024-08-29 |
Ratio: | 1000:1 |
Exercise type: | European |
Quanto: | - |
Gearing: | -10.22 |
Leverage: | Yes |
Calculated values
Fair value: | 2.41 |
---|---|
Intrinsic value: | 2.44 |
Implied volatility: | 0.37 |
Historic volatility: | 0.15 |
Parity: | 2.44 |
Time value: | 0.04 |
Break-even: | 25,320.00 |
Moneyness: | 1.10 |
Premium: | 0.00 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.22 |
Spread %: | 9.73% |
Delta: | -0.91 |
Theta: | -9.13 |
Omega: | -9.29 |
Rho: | -8.39 |
Quote data
Open: | 2.5000 |
---|---|
High: | 2.5000 |
Low: | 2.3100 |
Previous Close: | 2.5200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | -34.75% | ||
3 Months | +104.42% | ||
YTD | +41.72% | ||
1 Year | +22.87% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 3.5800 | 2.3100 |
6M High / 6M Low: | 3.7000 | 0.9600 |
High (YTD): | 2024-08-05 | 3.7000 |
Low (YTD): | 2024-05-20 | 0.9600 |
52W High: | 2023-10-27 | 3.7600 |
52W Low: | 2024-05-20 | 0.9600 |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 2.9850 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.9449 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 2.0837 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 71.92% | |
Volatility 6M: | 133.75% | |
Volatility 1Y: | 117.27% | |
Volatility 3Y: | - |