HSBC WAR. PUT 12/24 ARRD/ DE000HS3VQE8 /
| 2024-08-02 9:35:41 PM | Chg.+0.590 | Bid9:59:49 PM | Ask9:59:49 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 8.610EUR | +7.36% | 8.640 Bid Size: 1,000 |
8.840 Ask Size: 1,000 |
ARCELORMITTAL S.A. N... | 28.00 EUR | 2024-12-20 | Put |
Master data
| WKN: | HS3VQE |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | ARCELORMITTAL S.A. NOUV. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 28.00 EUR |
| Maturity: | 2024-12-20 |
| Issue date: | 2023-12-22 |
| Last trading day: | 2024-12-19 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -2.66 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.47 |
|---|---|
| Intrinsic value: | 4.47 |
| Implied volatility: | 1.07 |
| Historic volatility: | 0.25 |
| Parity: | 4.47 |
| Time value: | 4.38 |
| Break-even: | 19.16 |
| Moneyness: | 1.19 |
| Premium: | 0.19 |
| Premium p.a.: | 0.56 |
| Spread abs.: | 0.20 |
| Spread %: | 2.31% |
| Delta: | -0.47 |
| Theta: | -0.02 |
| Omega: | -1.24 |
| Rho: | -0.08 |
Quote data
| Open: | 8.000 |
|---|---|
| High: | 8.610 |
| Low: | 8.000 |
| Previous Close: | 8.020 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +19.75% | ||
|---|---|---|---|
| 1 Month | +34.11% | ||
| 3 Months | +91.33% | ||
| YTD | +106.47% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 8.610 | 6.900 |
|---|---|---|
| 1M High / 1M Low: | 8.610 | 6.410 |
| 6M High / 6M Low: | 8.610 | 3.510 |
| High (YTD): | 2024-08-02 | 8.610 |
| Low (YTD): | 2024-02-09 | 3.510 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 7.616 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 7.070 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.238 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 80.86% | |
| Volatility 6M: | 89.79% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
