HSBC WAR. PUT 12/24 ARRD/ DE000HS015U8 /
| 2024-08-02 9:36:34 PM | Chg.+0.5100 | Bid9:59:09 PM | Ask9:59:09 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.1600EUR | +19.25% | 3.1700 Bid Size: 1,970 |
3.2300 Ask Size: 1,970 |
ARCELORMITTAL S.A. N... | 22.00 - | 2024-12-18 | Put |
Master data
| WKN: | HS015U |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | ARCELORMITTAL S.A. NOUV. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 22.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-22 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -7.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.65 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.74 |
| Historic volatility: | 0.25 |
| Parity: | -1.54 |
| Time value: | 3.23 |
| Break-even: | 18.77 |
| Moneyness: | 0.93 |
| Premium: | 0.20 |
| Premium p.a.: | 0.63 |
| Spread abs.: | 0.06 |
| Spread %: | 1.89% |
| Delta: | -0.34 |
| Theta: | -0.01 |
| Omega: | -2.50 |
| Rho: | -0.04 |
Quote data
| Open: | 2.6400 |
|---|---|
| High: | 3.1600 |
| Low: | 2.6400 |
| Previous Close: | 2.6500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +46.30% | ||
|---|---|---|---|
| 1 Month | +70.81% | ||
| 3 Months | +128.99% | ||
| YTD | +97.50% | ||
| 1 Year | +25.40% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.1600 | 1.9800 |
|---|---|---|
| 1M High / 1M Low: | 3.1600 | 1.7900 |
| 6M High / 6M Low: | 3.1600 | 1.0700 |
| High (YTD): | 2024-08-02 | 3.1600 |
| Low (YTD): | 2024-06-03 | 1.0700 |
| 52W High: | 2023-10-30 | 3.9300 |
| 52W Low: | 2024-06-03 | 1.0700 |
| Avg. price 1W: | 2.4560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.1464 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.6372 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.0837 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 167.71% | |
| Volatility 6M: | 131.26% | |
| Volatility 1Y: | 106.16% | |
| Volatility 3Y: | - |
