HSBC WAR. PUT 12/24 BNP/  DE000HS6S2J2  /

gettex Zettex2
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:   -