HSBC WAR. PUT 12/24 TDXP/ DE000HS3VWR8 /
2024-07-16 9:35:55 PM | Chg.-0.0300 | Bid9:59:57 PM | Ask9:59:57 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.8000EUR | -1.64% | 1.7700 Bid Size: 10,000 |
1.8000 Ask Size: 10,000 |
TECDAX | 3,500.00 EUR | 2024-12-20 | Put |
Master data
WKN: | HS3VWR |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | TECDAX |
Type: | Warrant |
Option type: | Put |
Strike price: | 3,500.00 EUR |
Maturity: | 2024-12-20 |
Issue date: | 2023-12-22 |
Last trading day: | 2024-12-19 |
Ratio: | 100:1 |
Exercise type: | European |
Quanto: | - |
Gearing: | -18.30 |
Leverage: | Yes |
Calculated values
Fair value: | 1.63 |
---|---|
Intrinsic value: | 1.15 |
Implied volatility: | 0.17 |
Historic volatility: | 0.15 |
Parity: | 1.15 |
Time value: | 0.70 |
Break-even: | 3,315.00 |
Moneyness: | 1.03 |
Premium: | 0.02 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.03 |
Spread %: | 1.65% |
Delta: | -0.54 |
Theta: | -0.28 |
Omega: | -9.91 |
Rho: | -8.68 |
Quote data
Open: | 1.8500 |
---|---|
High: | 1.8800 |
Low: | 1.8000 |
Previous Close: | 1.8300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -15.49% | ||
---|---|---|---|
1 Month | -20.00% | ||
3 Months | -34.55% | ||
YTD | -36.62% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.1300 | 1.6800 |
---|---|---|
1M High / 1M Low: | 2.6000 | 1.6800 |
6M High / 6M Low: | 3.3500 | 1.6400 |
High (YTD): | 2024-01-04 | 3.3600 |
Low (YTD): | 2024-06-12 | 1.6400 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.8720 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.1305 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.2680 | |
Avg. volume 6M: | 1.8898 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 129.07% | |
Volatility 6M: | 102.95% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |