HSBC WAR. PUT 12/24 SGM/ DE000HS3VPJ9 /
30/07/2024 15:35:06 | Chg.+0.0400 | Bid19:14:26 | Ask19:14:26 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.9000EUR | +2.15% | 1.9400 Bid Size: 10,000 |
1.9900 Ask Size: 10,000 |
STMICROELECTRONICS | 50.00 EUR | 20/12/2024 | Put |
Master data
WKN: | HS3VPJ |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | STMICROELECTRONICS |
Type: | Warrant |
Option type: | Put |
Strike price: | 50.00 EUR |
Maturity: | 20/12/2024 |
Issue date: | 22/12/2023 |
Last trading day: | 19/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -1.63 |
Leverage: | Yes |
Calculated values
Fair value: | 1.89 |
---|---|
Intrinsic value: | 1.89 |
Implied volatility: | 0.62 |
Historic volatility: | 0.32 |
Parity: | 1.89 |
Time value: | 0.02 |
Break-even: | 30.90 |
Moneyness: | 1.61 |
Premium: | 0.01 |
Premium p.a.: | 0.01 |
Spread abs.: | 0.05 |
Spread %: | 2.69% |
Delta: | -0.84 |
Theta: | -0.01 |
Omega: | -1.37 |
Rho: | -0.18 |
Quote data
Open: | 1.8400 |
---|---|
High: | 1.9100 |
Low: | 1.8400 |
Previous Close: | 1.8600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +47.29% | ||
---|---|---|---|
1 Month | +41.79% | ||
3 Months | +48.44% | ||
YTD | +131.71% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.9200 | 1.2900 |
---|---|---|
1M High / 1M Low: | 1.9200 | 1.1100 |
6M High / 6M Low: | 1.9200 | 0.8100 |
High (YTD): | 26/07/2024 | 1.9200 |
Low (YTD): | 07/03/2024 | 0.8100 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.6460 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.3010 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.1424 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 163.11% | |
Volatility 6M: | 96.82% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |