HSBC WAR. PUT 06/24 SNW/ DE000HS016Y8 /
| 6/18/2024 7:35:29 PM | Chg.-0.0700 | Bid8:42:56 PM | Ask8:42:56 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2200EUR | -5.43% | 1.2200 Bid Size: 10,000 |
1.2600 Ask Size: 10,000 |
SANOFI SA INHABER ... | 100.00 - | 6/19/2024 | Put |
Master data
| WKN: | HS016Y |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SANOFI SA INHABER EO 2 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 100.00 - |
| Maturity: | 6/19/2024 |
| Issue date: | 6/22/2023 |
| Last trading day: | 6/18/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -6.69 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.23 |
|---|---|
| Intrinsic value: | 1.23 |
| Implied volatility: | 2.30 |
| Historic volatility: | 0.25 |
| Parity: | 1.23 |
| Time value: | 0.08 |
| Break-even: | 86.90 |
| Moneyness: | 1.14 |
| Premium: | 0.01 |
| Premium p.a.: | 23.33 |
| Spread abs.: | 0.04 |
| Spread %: | 3.15% |
| Delta: | -0.85 |
| Theta: | -1.22 |
| Omega: | -5.69 |
| Rho: | 0.00 |
Quote data
| Open: | 1.2900 |
|---|---|
| High: | 1.2900 |
| Low: | 1.2200 |
| Previous Close: | 1.2900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +16.19% | ||
|---|---|---|---|
| 1 Month | +14.02% | ||
| 3 Months | -17.57% | ||
| YTD | -6.87% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4000 | 1.0500 |
|---|---|---|
| 1M High / 1M Low: | 1.4000 | 0.7900 |
| 6M High / 6M Low: | 1.7600 | 0.7700 |
| High (YTD): | 4/18/2024 | 1.7600 |
| Low (YTD): | 5/13/2024 | 0.7700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0871 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2814 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 168.92% | |
| Volatility 6M: | 115.88% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
