HSBC WAR. PUT 12/24 ARRD/ DE000HS015V6 /
| 2024-11-15 9:36:43 PM | Chg.-0.3900 | Bid9:59:55 PM | Ask9:59:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4600EUR | -21.08% | 1.3200 Bid Size: 5,000 |
1.5200 Ask Size: 5,000 |
ARCELORMITTAL S.A. N... | 25.00 - | 2024-12-18 | Put |
Master data
| WKN: | HS015V |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | ARCELORMITTAL S.A. NOUV. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 25.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-22 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -15.48 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.58 |
|---|---|
| Intrinsic value: | 1.47 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.23 |
| Parity: | 1.47 |
| Time value: | 0.06 |
| Break-even: | 23.48 |
| Moneyness: | 1.06 |
| Premium: | 0.00 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.20 |
| Spread %: | 15.15% |
| Delta: | -0.83 |
| Theta: | 0.00 |
| Omega: | -12.85 |
| Rho: | -0.02 |
Quote data
| Open: | 1.7200 |
|---|---|
| High: | 1.7200 |
| Low: | 1.4500 |
| Previous Close: | 1.8500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.67% | ||
|---|---|---|---|
| 1 Month | -55.76% | ||
| 3 Months | -70.26% | ||
| YTD | -44.70% | ||
| 1 Year | -69.26% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.4900 | 1.4600 |
|---|---|---|
| 1M High / 1M Low: | 3.3500 | 1.1800 |
| 6M High / 6M Low: | 5.9400 | 1.1800 |
| High (YTD): | 2024-08-05 | 5.9400 |
| Low (YTD): | 2024-11-07 | 1.1800 |
| 52W High: | 2024-08-05 | 5.9400 |
| 52W Low: | 2024-11-07 | 1.1800 |
| Avg. price 1W: | 1.9380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.5235 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.5939 | |
| Avg. volume 6M: | 1.7273 | |
| Avg. price 1Y: | 3.2887 | |
| Avg. volume 1Y: | .8906 | |
| Volatility 1M: | 292.33% | |
| Volatility 6M: | 163.32% | |
| Volatility 1Y: | 132.85% | |
| Volatility 3Y: | - |
