HSBC WAR. PUT 12/25 BNP/ DE000HS6S2Q7 /
2024-07-26 3:35:25 PM | Chg.+0.0500 | Bid4:13:13 PM | Ask4:13:13 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.9000EUR | +2.70% | 1.8900 Bid Size: 10,000 |
1.9100 Ask Size: 10,000 |
BNP PARIBAS INH. ... | 80.00 EUR | 2025-12-19 | Put |
Master data
WKN: | HS6S2Q |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | BNP PARIBAS INH. EO 2 |
Type: | Warrant |
Option type: | Put |
Strike price: | 80.00 EUR |
Maturity: | 2025-12-19 |
Issue date: | 2024-05-22 |
Last trading day: | 2025-12-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -3.47 |
Leverage: | Yes |
Calculated values
Fair value: | 1.54 |
---|---|
Intrinsic value: | 1.54 |
Implied volatility: | 0.36 |
Historic volatility: | 0.23 |
Parity: | 1.54 |
Time value: | 0.32 |
Break-even: | 61.40 |
Moneyness: | 1.24 |
Premium: | 0.05 |
Premium p.a.: | 0.03 |
Spread abs.: | 0.04 |
Spread %: | 2.20% |
Delta: | -0.57 |
Theta: | -0.01 |
Omega: | -1.96 |
Rho: | -0.77 |
Quote data
Open: | 1.8500 |
---|---|
High: | 1.9000 |
Low: | 1.8500 |
Previous Close: | 1.8500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -4.04% | ||
---|---|---|---|
1 Month | -12.84% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.9800 | 1.8500 |
---|---|---|
1M High / 1M Low: | 2.2600 | 1.8500 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.8820 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.0045 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 59.67% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |