HSBC WAR. PUT 12/24 ARRD/ DE000HS6B4F5 /
| 11/4/2024 9:35:56 PM | Chg.-0.0800 | Bid9:59:55 PM | Ask9:59:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.5300EUR | -2.22% | 3.4200 Bid Size: 5,000 |
3.6200 Ask Size: 5,000 |
ARCELORMITTAL S.A. N... | 26.00 EUR | 12/18/2024 | 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: | 12/18/2024 |
| Issue date: | 5/2/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -6.40 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.48 |
|---|---|
| Intrinsic value: | 2.47 |
| Implied volatility: | 0.68 |
| Historic volatility: | 0.23 |
| Parity: | 2.47 |
| Time value: | 1.22 |
| Break-even: | 22.32 |
| Moneyness: | 1.10 |
| Premium: | 0.05 |
| Premium p.a.: | 0.52 |
| Spread abs.: | 0.20 |
| Spread %: | 5.75% |
| Delta: | -0.61 |
| Theta: | -0.02 |
| Omega: | -3.93 |
| Rho: | -0.02 |
Quote data
| Open: | 3.3900 |
|---|---|
| High: | 3.5500 |
| Low: | 3.3900 |
| Previous Close: | 3.6100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.65% | ||
|---|---|---|---|
| 1 Month | +11.71% | ||
| 3 Months | -46.92% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.6100 | 3.2700 |
|---|---|---|
| 1M High / 1M Low: | 4.2900 | 3.1600 |
| 6M High / 6M Low: | 6.8800 | 2.7800 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.4540 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.7962 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.4908 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 123.90% | |
| Volatility 6M: | 104.98% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
