HSBC WAR. PUT 12/24 LOR/ DE000HG972X8 /
2024-07-30 9:36:19 PM | Chg.-0.400 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.500EUR | -6.78% | 5.360 Bid Size: 10,000 |
5.510 Ask Size: 10,000 |
L OREAL INH. E... | 450.00 - | 2024-12-18 | Put |
Master data
WKN: | HG972X |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | L OREAL INH. EO 0,2 |
Type: | Warrant |
Option type: | Put |
Strike price: | 450.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-05-04 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -6.48 |
Leverage: | Yes |
Calculated values
Fair value: | 5.74 |
---|---|
Intrinsic value: | 5.74 |
Implied volatility: | 0.27 |
Historic volatility: | 0.19 |
Parity: | 5.74 |
Time value: | 0.32 |
Break-even: | 389.40 |
Moneyness: | 1.15 |
Premium: | 0.01 |
Premium p.a.: | 0.02 |
Spread abs.: | 0.15 |
Spread %: | 2.54% |
Delta: | -0.74 |
Theta: | -0.04 |
Omega: | -4.80 |
Rho: | -1.36 |
Quote data
Open: | 5.890 |
---|---|
High: | 6.380 |
Low: | 5.500 |
Previous Close: | 5.900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +4.76% | ||
---|---|---|---|
1 Month | +12.47% | ||
3 Months | +73.50% | ||
YTD | +56.70% | ||
1 Year | +4.76% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 6.030 | 5.250 |
---|---|---|
1M High / 1M Low: | 6.030 | 4.390 |
6M High / 6M Low: | 6.030 | 2.130 |
High (YTD): | 2024-07-25 | 6.030 |
Low (YTD): | 2024-06-06 | 2.130 |
52W High: | 2023-10-19 | 8.350 |
52W Low: | 2024-06-06 | 2.130 |
Avg. price 1W: | 5.660 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 5.073 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 3.627 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 4.575 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 112.93% | |
Volatility 6M: | 138.31% | |
Volatility 1Y: | 114.14% | |
Volatility 3Y: | - |