HSBC WAR. PUT 12/24 SGM/ DE000HS01754 /
| 2024-07-05 9:35:16 PM | Chg.-0.0700 | Bid9:58:16 PM | Ask9:58:16 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7100EUR | -8.97% | 0.7100 Bid Size: 10,000 |
0.7200 Ask Size: 10,000 |
STMICROELECTRONICS | 45.00 - | 2024-12-18 | Put |
Master data
| WKN: | HS0175 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | STMICROELECTRONICS |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 45.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-22 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -5.41 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.67 |
|---|---|
| Intrinsic value: | 0.61 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.30 |
| Parity: | 0.61 |
| Time value: | 0.11 |
| Break-even: | 37.80 |
| Moneyness: | 1.16 |
| Premium: | 0.03 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.01 |
| Spread %: | 1.41% |
| Delta: | -0.66 |
| Theta: | -0.01 |
| Omega: | -3.57 |
| Rho: | -0.15 |
Quote data
| Open: | 0.7800 |
|---|---|
| High: | 0.7800 |
| Low: | 0.7100 |
| Previous Close: | 0.7800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -21.11% | ||
|---|---|---|---|
| 1 Month | +18.33% | ||
| 3 Months | -13.41% | ||
| YTD | +31.48% | ||
| 1 Year | 0.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9100 | 0.7100 |
|---|---|---|
| 1M High / 1M Low: | 0.9100 | 0.5600 |
| 6M High / 6M Low: | 0.9800 | 0.5100 |
| High (YTD): | 2024-04-19 | 0.9800 |
| Low (YTD): | 2024-03-07 | 0.5100 |
| 52W High: | 2023-10-30 | 1.1000 |
| 52W Low: | 2023-07-27 | 0.4900 |
| Avg. price 1W: | 0.8100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7567 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7344 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.7253 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 109.51% | |
| Volatility 6M: | 98.08% | |
| Volatility 1Y: | 88.12% | |
| Volatility 3Y: | - |
