HSBC WAR. PUT 09/24 PAH3/ DE000HS3S909 /
| 2024-08-05 9:35:19 PM | Chg.+0.1400 | Bid9:59:40 PM | Ask9:59:40 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9700EUR | +16.87% | 0.8800 Bid Size: 20,000 |
0.9700 Ask Size: 20,000 |
PORSCHE AUTOM.HLDG V... | 48.00 EUR | 2024-09-18 | Put |
Master data
| WKN: | HS3S90 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | PORSCHE AUTOM.HLDG VZO |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 48.00 EUR |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-12-18 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -4.75 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.81 |
|---|---|
| Intrinsic value: | 0.81 |
| Implied volatility: | 0.48 |
| Historic volatility: | 0.22 |
| Parity: | 0.81 |
| Time value: | 0.03 |
| Break-even: | 39.60 |
| Moneyness: | 1.20 |
| Premium: | 0.01 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.06 |
| Spread %: | 7.69% |
| Delta: | -0.84 |
| Theta: | -0.01 |
| Omega: | -4.00 |
| Rho: | -0.05 |
Quote data
| Open: | 0.8500 |
|---|---|
| High: | 0.9800 |
| Low: | 0.8500 |
| Previous Close: | 0.8300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +44.78% | ||
|---|---|---|---|
| 1 Month | +83.02% | ||
| 3 Months | +136.59% | ||
| YTD | +79.63% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8300 | 0.6600 |
|---|---|---|
| 1M High / 1M Low: | 0.8300 | 0.5000 |
| 6M High / 6M Low: | 0.8300 | 0.2400 |
| High (YTD): | 2024-08-02 | 0.8300 |
| Low (YTD): | 2024-06-05 | 0.2400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7200 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6095 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4607 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 123.10% | |
| Volatility 6M: | 148.54% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
