HSBC WAR. PUT 12/25 BNP/ DE000HS6S2P9 /
8/30/2024 7:36:47 PM | Chg.-0.0200 | Bid8:12:51 PM | Ask8:12:51 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.6500EUR | -1.20% | 1.6400 Bid Size: 50,000 |
1.6800 Ask Size: 50,000 |
BNP PARIBAS INH. ... | 75.00 EUR | 12/19/2025 | Put |
Master data
WKN: | HS6S2P |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | BNP PARIBAS INH. EO 2 |
Type: | Warrant |
Option type: | Put |
Strike price: | 75.00 EUR |
Maturity: | 12/19/2025 |
Issue date: | 5/22/2024 |
Last trading day: | 12/18/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -3.65 |
Leverage: | Yes |
Calculated values
Fair value: | 1.29 |
---|---|
Intrinsic value: | 1.29 |
Implied volatility: | 0.39 |
Historic volatility: | 0.23 |
Parity: | 1.29 |
Time value: | 0.41 |
Break-even: | 58.00 |
Moneyness: | 1.21 |
Premium: | 0.07 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.04 |
Spread %: | 2.41% |
Delta: | -0.54 |
Theta: | -0.01 |
Omega: | -1.97 |
Rho: | -0.66 |
Quote data
Open: | 1.6500 |
---|---|
High: | 1.6500 |
Low: | 1.6500 |
Previous Close: | 1.6700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -6.25% | ||
---|---|---|---|
1 Month | +8.55% | ||
3 Months | +25.00% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.7600 | 1.6700 |
---|---|---|
1M High / 1M Low: | 2.0200 | 1.5200 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.7140 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.7948 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 59.83% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |