HSBC WAR. PUT 06/25 SNW/ DE000HS3VNY3 /
| 2024-09-20 9:36:05 PM | Chg.-0.0040 | Bid9:59:56 PM | Ask9:59:56 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1590EUR | -2.45% | 0.1560 Bid Size: 50,000 |
0.1760 Ask Size: 50,000 |
SANOFI SA INHABER ... | 80.00 EUR | 2025-06-20 | Put |
Master data
| WKN: | HS3VNY |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SANOFI SA INHABER EO 2 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 80.00 EUR |
| Maturity: | 2025-06-20 |
| Issue date: | 2023-12-22 |
| Last trading day: | 2025-06-19 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -63.10 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.09 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.25 |
| Parity: | -2.41 |
| Time value: | 0.17 |
| Break-even: | 78.35 |
| Moneyness: | 0.77 |
| Premium: | 0.25 |
| Premium p.a.: | 0.34 |
| Spread abs.: | 0.02 |
| Spread %: | 13.79% |
| Delta: | -0.11 |
| Theta: | -0.01 |
| Omega: | -6.96 |
| Rho: | -0.10 |
Quote data
| Open: | 0.1480 |
|---|---|
| High: | 0.1590 |
| Low: | 0.1480 |
| Previous Close: | 0.1630 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.47% | ||
|---|---|---|---|
| 1 Month | -33.75% | ||
| 3 Months | -66.88% | ||
| YTD | -72.11% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1780 | 0.1630 |
|---|---|---|
| 1M High / 1M Low: | 0.2400 | 0.1500 |
| 6M High / 6M Low: | 0.6800 | 0.1500 |
| High (YTD): | 2024-02-16 | 0.7000 |
| Low (YTD): | 2024-09-10 | 0.1500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1694 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1862 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3903 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 81.60% | |
| Volatility 6M: | 114.93% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
