HSBC WAR. PUT 12/25 BNP/ DE000HS6S2N4 /
2024-10-15 9:35:11 PM | Chg.-0.0300 | Bid9:59:36 PM | Ask9:59:36 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.1900EUR | -2.46% | 1.1800 Bid Size: 50,000 |
1.1900 Ask Size: 50,000 |
BNP PARIBAS INH. ... | 70.00 EUR | 2025-12-19 | Put |
Master data
WKN: | HS6S2N |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | BNP PARIBAS INH. EO 2 |
Type: | Warrant |
Option type: | Put |
Strike price: | 70.00 EUR |
Maturity: | 2025-12-19 |
Issue date: | 2024-05-22 |
Last trading day: | 2025-12-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -5.16 |
Leverage: | Yes |
Calculated values
Fair value: | 0.90 |
---|---|
Intrinsic value: | 0.71 |
Implied volatility: | 0.35 |
Historic volatility: | 0.23 |
Parity: | 0.71 |
Time value: | 0.51 |
Break-even: | 57.80 |
Moneyness: | 1.11 |
Premium: | 0.08 |
Premium p.a.: | 0.07 |
Spread abs.: | 0.01 |
Spread %: | 0.83% |
Delta: | -0.50 |
Theta: | -0.01 |
Omega: | -2.56 |
Rho: | -0.51 |
Quote data
Open: | 1.2200 |
---|---|
High: | 1.2200 |
Low: | 1.1700 |
Previous Close: | 1.2200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -7.75% | ||
---|---|---|---|
1 Month | -4.03% | ||
3 Months | -3.25% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.2900 | 1.2200 |
---|---|---|
1M High / 1M Low: | 1.4300 | 1.1100 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.2700 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.2695 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 80.73% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |