HSBC WAR. PUT 12/24 SGM/ DE000HS6B8M2 /
2024-09-05 7:36:50 PM | Chg.+0.0200 | Bid8:14:57 PM | Ask8:14:57 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8400EUR | +2.44% | 0.8200 Bid Size: 50,000 |
0.8700 Ask Size: 50,000 |
STMICROELECTRONICS | 35.00 EUR | 2024-12-18 | Put |
Master data
WKN: | HS6B8M |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | STMICROELECTRONICS |
Type: | Warrant |
Option type: | Put |
Strike price: | 35.00 EUR |
Maturity: | 2024-12-18 |
Issue date: | 2024-05-02 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -3.22 |
Leverage: | Yes |
Calculated values
Fair value: | 0.80 |
---|---|
Intrinsic value: | 0.80 |
Implied volatility: | 0.50 |
Historic volatility: | 0.32 |
Parity: | 0.80 |
Time value: | 0.04 |
Break-even: | 26.60 |
Moneyness: | 1.29 |
Premium: | 0.02 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.05 |
Spread %: | 6.33% |
Delta: | -0.78 |
Theta: | -0.01 |
Omega: | -2.52 |
Rho: | -0.08 |
Quote data
Open: | 0.7900 |
---|---|
High: | 0.8400 |
Low: | 0.7900 |
Previous Close: | 0.8200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +21.74% | ||
---|---|---|---|
1 Month | -3.45% | ||
3 Months | +391.23% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.8200 | 0.6700 |
---|---|---|
1M High / 1M Low: | 0.8800 | 0.6700 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.7320 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.7696 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 72.08% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |