HSBC WAR. PUT 09/24 PAH3/ DE000HS3S8Z8 /
11/09/2024 15:37:37 | Chg.-0.0600 | Bid16:04:55 | Ask16:04:55 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3500EUR | -14.63% | 0.3300 Bid Size: 50,000 |
0.3700 Ask Size: 50,000 |
PORSCHE AUTOM.HLDG V... | 42.00 EUR | 18/09/2024 | Put |
Master data
WKN: | HS3S8Z |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | PORSCHE AUTOM.HLDG VZO |
Type: | Warrant |
Option type: | Put |
Strike price: | 42.00 EUR |
Maturity: | 18/09/2024 |
Issue date: | 18/12/2023 |
Last trading day: | 17/09/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -9.36 |
Leverage: | Yes |
Calculated values
Fair value: | 0.36 |
---|---|
Intrinsic value: | 0.36 |
Implied volatility: | 0.79 |
Historic volatility: | 0.22 |
Parity: | 0.36 |
Time value: | 0.05 |
Break-even: | 37.90 |
Moneyness: | 1.09 |
Premium: | 0.01 |
Premium p.a.: | 0.91 |
Spread abs.: | 0.06 |
Spread %: | 17.14% |
Delta: | -0.78 |
Theta: | -0.09 |
Omega: | -7.28 |
Rho: | -0.01 |
Quote data
Open: | 0.3600 |
---|---|
High: | 0.3600 |
Low: | 0.3500 |
Previous Close: | 0.4100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +45.83% | ||
---|---|---|---|
1 Month | 0.00% | ||
3 Months | +284.62% | ||
YTD | +34.62% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.4100 | 0.2100 |
---|---|---|
1M High / 1M Low: | 0.4100 | 0.1480 |
6M High / 6M Low: | 0.4100 | 0.0850 |
High (YTD): | 10/09/2024 | 0.4100 |
Low (YTD): | 07/06/2024 | 0.0850 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.2840 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2365 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.1791 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 278.74% | |
Volatility 6M: | 199.78% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |