HSBC WAR. PUT 12/24 CBK/ DE000HS5Z2G0 /
23/08/2024 21:35:09 | Chg.-0.0130 | Bid21:59:26 | Ask21:59:26 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1420EUR | -8.39% | 0.1380 Bid Size: 50,000 |
0.1480 Ask Size: 50,000 |
COMMERZBANK AG | 14.00 EUR | 18/12/2024 | Put |
Master data
WKN: | HS5Z2G |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | COMMERZBANK AG |
Type: | Warrant |
Option type: | Put |
Strike price: | 14.00 EUR |
Maturity: | 18/12/2024 |
Issue date: | 11/04/2024 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -8.85 |
Leverage: | Yes |
Calculated values
Fair value: | 0.13 |
---|---|
Intrinsic value: | 0.09 |
Implied volatility: | 0.35 |
Historic volatility: | 0.29 |
Parity: | 0.09 |
Time value: | 0.06 |
Break-even: | 12.52 |
Moneyness: | 1.07 |
Premium: | 0.04 |
Premium p.a.: | 0.14 |
Spread abs.: | 0.01 |
Spread %: | 7.25% |
Delta: | -0.57 |
Theta: | 0.00 |
Omega: | -5.05 |
Rho: | -0.03 |
Quote data
Open: | 0.1430 |
---|---|
High: | 0.1430 |
Low: | 0.1420 |
Previous Close: | 0.1550 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -12.88% | ||
---|---|---|---|
1 Month | +84.42% | ||
3 Months | +65.12% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1690 | 0.1420 |
---|---|---|
1M High / 1M Low: | 0.2100 | 0.0730 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1574 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1461 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 225.30% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |