HSBC WAR. PUT 12/25 SGM/ DE000HS6B8Q3 /
2024-09-05 9:36:14 PM | Chg.+0.0100 | Bid9:52:58 PM | Ask9:52:58 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.9400EUR | +1.08% | 0.9400 Bid Size: 50,000 |
0.9700 Ask Size: 50,000 |
STMICROELECTRONICS | 35.00 EUR | 2025-12-17 | Put |
Master data
WKN: | HS6B8Q |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | STMICROELECTRONICS |
Type: | Warrant |
Option type: | Put |
Strike price: | 35.00 EUR |
Maturity: | 2025-12-17 |
Issue date: | 2024-05-02 |
Last trading day: | 2025-12-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -2.88 |
Leverage: | Yes |
Calculated values
Fair value: | 0.83 |
---|---|
Intrinsic value: | 0.80 |
Implied volatility: | 0.42 |
Historic volatility: | 0.32 |
Parity: | 0.80 |
Time value: | 0.14 |
Break-even: | 25.60 |
Moneyness: | 1.29 |
Premium: | 0.05 |
Premium p.a.: | 0.04 |
Spread abs.: | 0.03 |
Spread %: | 3.30% |
Delta: | -0.58 |
Theta: | 0.00 |
Omega: | -1.68 |
Rho: | -0.32 |
Quote data
Open: | 0.9100 |
---|---|
High: | 0.9400 |
Low: | 0.9100 |
Previous Close: | 0.9300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +13.25% | ||
---|---|---|---|
1 Month | -3.09% | ||
3 Months | +154.05% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.9300 | 0.8100 |
---|---|---|
1M High / 1M Low: | 0.9800 | 0.8100 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.8580 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8909 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 50.96% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |