HSBC WAR. PUT 12/24 LOR/ DE000HG972Y6 /
| 2024-07-30 3:37:06 PM | Chg.+0.2100 | Bid6:03:55 PM | Ask6:03:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.6900EUR | +8.47% | 2.7100 Bid Size: 10,000 |
2.7900 Ask Size: 10,000 |
L OREAL INH. E... | 400.00 - | 2024-12-18 | Put |
Master data
| WKN: | HG972Y |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | L OREAL INH. EO 0,2 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 400.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-05-04 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -15.70 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.96 |
|---|---|
| Intrinsic value: | 0.74 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.19 |
| Parity: | 0.74 |
| Time value: | 1.76 |
| Break-even: | 375.00 |
| Moneyness: | 1.02 |
| Premium: | 0.04 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.08 |
| Spread %: | 3.31% |
| Delta: | -0.48 |
| Theta: | -0.06 |
| Omega: | -7.56 |
| Rho: | -0.83 |
Quote data
| Open: | 2.4000 |
|---|---|
| High: | 2.7200 |
| Low: | 2.4000 |
| Previous Close: | 2.4800 |
| Turnover: | 7.7100 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +33.17% | ||
|---|---|---|---|
| 1 Month | +33.17% | ||
| 3 Months | +110.16% | ||
| YTD | +46.99% | ||
| 1 Year | -7.24% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.4900 | 2.0200 |
|---|---|---|
| 1M High / 1M Low: | 2.4900 | 1.5400 |
| 6M High / 6M Low: | 2.4900 | 0.7500 |
| High (YTD): | 2024-07-25 | 2.4900 |
| Low (YTD): | 2024-06-06 | 0.7500 |
| 52W High: | 2023-10-19 | 4.9100 |
| 52W Low: | 2024-06-06 | 0.7500 |
| Avg. price 1W: | 2.2720 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9552 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5159 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.2733 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 157.29% | |
| Volatility 6M: | 168.11% | |
| Volatility 1Y: | 135.82% | |
| Volatility 3Y: | - |
