HSBC WAR. PUT 12/24 ARRD/ DE000HS6B4F5 /
| 2024-10-02 9:36:27 PM | Chg.+0.0700 | Bid9:59:53 PM | Ask9:59:53 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.1300EUR | +2.29% | 3.1300 Bid Size: 5,000 |
3.1900 Ask Size: 5,000 |
ARCELORMITTAL S.A. N... | 26.00 EUR | 2024-12-18 | Put |
Master data
| WKN: | HS6B4F |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | ARCELORMITTAL S.A. NOUV. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 26.00 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-05-02 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -7.87 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.63 |
|---|---|
| Intrinsic value: | 2.47 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.25 |
| Parity: | 2.47 |
| Time value: | 0.53 |
| Break-even: | 23.01 |
| Moneyness: | 1.10 |
| Premium: | 0.02 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.20 |
| Spread %: | 7.17% |
| Delta: | -0.69 |
| Theta: | -0.01 |
| Omega: | -5.41 |
| Rho: | -0.04 |
Quote data
| Open: | 2.8600 |
|---|---|
| High: | 3.1300 |
| Low: | 2.8600 |
| Previous Close: | 3.0600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.49% | ||
|---|---|---|---|
| 1 Month | -47.04% | ||
| 3 Months | -32.25% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.2100 | 3.0500 |
|---|---|---|
| 1M High / 1M Low: | 6.3400 | 3.0500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.1100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.8732 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 115.59% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
