HSBC WAR. PUT 06/24 BAS/ DE000HG7SHV2 /
| 2024-05-31 9:37:13 PM | Chg.0.0000 | Bid9:58:38 PM | Ask9:58:38 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6000EUR | 0.00% | 0.5500 Bid Size: 20,000 |
0.5900 Ask Size: 20,000 |
BASF SE NA O.N. | 54.00 - | 2024-06-19 | Put |
Master data
| WKN: | HG7SHV |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | BASF SE NA O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 54.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-01-18 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -8.21 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.56 |
|---|---|
| Intrinsic value: | 0.56 |
| Implied volatility: | 0.47 |
| Historic volatility: | 0.23 |
| Parity: | 0.56 |
| Time value: | 0.03 |
| Break-even: | 48.10 |
| Moneyness: | 1.12 |
| Premium: | 0.01 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.04 |
| Spread %: | 7.27% |
| Delta: | -0.84 |
| Theta: | -0.03 |
| Omega: | -6.87 |
| Rho: | -0.02 |
Quote data
| Open: | 0.6000 |
|---|---|
| High: | 0.6000 |
| Low: | 0.6000 |
| Previous Close: | 0.6000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.64% | ||
|---|---|---|---|
| 1 Month | +13.21% | ||
| 3 Months | -33.33% | ||
| YTD | -26.83% | ||
| 1 Year | -44.95% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6800 | 0.5700 |
|---|---|---|
| 1M High / 1M Low: | 0.6800 | 0.4500 |
| 6M High / 6M Low: | 1.3600 | 0.3700 |
| High (YTD): | 2024-01-22 | 1.3600 |
| Low (YTD): | 2024-04-04 | 0.3700 |
| 52W High: | 2023-10-25 | 1.5100 |
| 52W Low: | 2024-04-04 | 0.3700 |
| Avg. price 1W: | 0.6080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5400 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8344 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.9858 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 118.98% | |
| Volatility 6M: | 106.75% | |
| Volatility 1Y: | 93.07% | |
| Volatility 3Y: | - |
