HSBC WAR. PUT 12/24 SNW/ DE000HS016Z5 /
| 2024-06-18 3:36:12 PM | Chg.-0.0300 | Bid5:28:37 PM | Ask5:28:37 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6500EUR | -4.41% | - Bid Size: 10,000 |
- Ask Size: 10,000 |
SANOFI SA INHABER ... | 90.00 - | 2024-12-18 | Put |
Master data
| WKN: | HS016Z |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SANOFI SA INHABER EO 2 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 90.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-22 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -12.89 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.67 |
|---|---|
| Intrinsic value: | 0.23 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.25 |
| Parity: | 0.23 |
| Time value: | 0.45 |
| Break-even: | 83.20 |
| Moneyness: | 1.03 |
| Premium: | 0.05 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.01 |
| Spread %: | 1.49% |
| Delta: | -0.48 |
| Theta: | -0.01 |
| Omega: | -6.21 |
| Rho: | -0.25 |
Quote data
| Open: | 0.6700 |
|---|---|
| High: | 0.6800 |
| Low: | 0.6500 |
| Previous Close: | 0.6800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +20.37% | ||
|---|---|---|---|
| 1 Month | +16.07% | ||
| 3 Months | -22.62% | ||
| YTD | -19.75% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7400 | 0.5400 |
|---|---|---|
| 1M High / 1M Low: | 0.7400 | 0.4300 |
| 6M High / 6M Low: | 1.0200 | 0.4300 |
| High (YTD): | 2024-02-14 | 1.0200 |
| Low (YTD): | 2024-05-22 | 0.4300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5595 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7371 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 156.27% | |
| Volatility 6M: | 103.88% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
