HSBC WAR. PUT 06/24 SIE/ DE000HS3SAT6 /
| 07/06/2024 21:35:29 | Chg.+0.1100 | Bid21:59:11 | Ask21:59:11 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6500EUR | +20.37% | 0.6400 Bid Size: 20,000 |
0.6800 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 180.00 EUR | 19/06/2024 | Put |
Master data
| WKN: | HS3SAT |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 180.00 EUR |
| Maturity: | 19/06/2024 |
| Issue date: | 18/12/2023 |
| Last trading day: | 18/06/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -25.65 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.63 |
|---|---|
| Intrinsic value: | 0.56 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.23 |
| Parity: | 0.56 |
| Time value: | 0.12 |
| Break-even: | 173.20 |
| Moneyness: | 1.03 |
| Premium: | 0.01 |
| Premium p.a.: | 0.26 |
| Spread abs.: | 0.04 |
| Spread %: | 6.25% |
| Delta: | -0.72 |
| Theta: | -0.12 |
| Omega: | -18.53 |
| Rho: | -0.04 |
Quote data
| Open: | 0.5400 |
|---|---|
| High: | 0.7500 |
| Low: | 0.5400 |
| Previous Close: | 0.5400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +25.00% | ||
|---|---|---|---|
| 1 Month | +54.76% | ||
| 3 Months | -9.72% | ||
| YTD | -64.29% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6500 | 0.3900 |
|---|---|---|
| 1M High / 1M Low: | 0.8300 | 0.2900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 17/01/2024 | 2.6200 |
| Low (YTD): | 15/05/2024 | 0.2900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5364 | |
| Avg. volume 1M: | 64.0909 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 609.70% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
