HSBC WAR. PUT 12/25 SQU/ DE000HS6B9E7 /
2024-10-11 8:01:22 AM | Chg.-0.0200 | Bid8:04:19 AM | Ask8:04:19 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.8200EUR | -1.09% | 1.8200 Bid Size: 50,000 |
1.8400 Ask Size: 50,000 |
VINCI S.A. INH. EO... | 120.00 EUR | 2025-12-17 | Put |
Master data
WKN: | HS6B9E |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | VINCI S.A. INH. EO 2,50 |
Type: | Warrant |
Option type: | Put |
Strike price: | 120.00 EUR |
Maturity: | 2025-12-17 |
Issue date: | 2024-05-02 |
Last trading day: | 2025-12-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -5.88 |
Leverage: | Yes |
Calculated values
Fair value: | 1.32 |
---|---|
Intrinsic value: | 1.25 |
Implied volatility: | 0.29 |
Historic volatility: | 0.18 |
Parity: | 1.25 |
Time value: | 0.59 |
Break-even: | 101.70 |
Moneyness: | 1.12 |
Premium: | 0.05 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.02 |
Spread %: | 1.11% |
Delta: | -0.53 |
Theta: | -0.01 |
Omega: | -3.10 |
Rho: | -0.89 |
Quote data
Open: | 1.8200 |
---|---|
High: | 1.8200 |
Low: | 1.8200 |
Previous Close: | 1.8400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -10.78% | ||
---|---|---|---|
1 Month | +7.06% | ||
3 Months | -11.22% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.0400 | 1.8100 |
---|---|---|
1M High / 1M Low: | 2.2300 | 1.6300 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.9380 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.8250 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 107.85% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |