HSBC WAR. PUT 12/24 BNP/ DE000HS6S2J2 /
| 2024-07-25 9:35:26 PM | Chg.-0.0200 | Bid9:59:47 PM | Ask9:59:47 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0900EUR | -1.80% | 1.0500 Bid Size: 10,000 |
1.0900 Ask Size: 10,000 |
BNP PARIBAS INH. ... | 75.00 EUR | 2024-12-20 | Put |
Master data
| WKN: | HS6S2J |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | BNP PARIBAS INH. EO 2 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 75.00 EUR |
| Maturity: | 2024-12-20 |
| Issue date: | 2024-05-22 |
| Last trading day: | 2024-12-19 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -5.62 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.09 |
|---|---|
| Intrinsic value: | 1.09 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.23 |
| Parity: | 1.09 |
| Time value: | 0.05 |
| Break-even: | 63.60 |
| Moneyness: | 1.17 |
| Premium: | 0.01 |
| Premium p.a.: | 0.02 |
| Spread abs.: | 0.04 |
| Spread %: | 3.64% |
| Delta: | -0.75 |
| Theta: | -0.01 |
| Omega: | -4.24 |
| Rho: | -0.24 |
Quote data
| Open: | 1.1100 |
|---|---|
| High: | 1.2200 |
| Low: | 1.0900 |
| Previous Close: | 1.1100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -12.10% | ||
|---|---|---|---|
| 1 Month | -26.35% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2400 | 1.0900 |
|---|---|---|
| 1M High / 1M Low: | 1.5600 | 1.0900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1260 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2714 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 101.30% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
