HSBC WAR. PUT 06/25 RNL/ DE000HS6B8C3 /
24/01/2025 21:36:00 | Chg.-0.0300 | Bid21:58:36 | Ask21:58:36 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5500EUR | -5.17% | 0.5400 Bid Size: 50,000 |
0.5700 Ask Size: 50,000 |
RENAULT INH. EO... | 50.00 EUR | 18/06/2025 | Put |
Master data
WKN: | HS6B8C |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | RENAULT INH. EO 3,81 |
Type: | Warrant |
Option type: | Put |
Strike price: | 50.00 EUR |
Maturity: | 18/06/2025 |
Issue date: | 02/05/2024 |
Last trading day: | 17/06/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -8.62 |
Leverage: | Yes |
Calculated values
Fair value: | 0.37 |
---|---|
Intrinsic value: | 0.09 |
Implied volatility: | 0.45 |
Historic volatility: | 0.28 |
Parity: | 0.09 |
Time value: | 0.48 |
Break-even: | 44.30 |
Moneyness: | 1.02 |
Premium: | 0.10 |
Premium p.a.: | 0.27 |
Spread abs.: | 0.03 |
Spread %: | 5.56% |
Delta: | -0.45 |
Theta: | -0.02 |
Omega: | -3.91 |
Rho: | -0.11 |
Quote data
Open: | 0.5600 |
---|---|
High: | 0.5600 |
Low: | 0.5200 |
Previous Close: | 0.5800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -3.51% | ||
---|---|---|---|
1 Month | -25.68% | ||
3 Months | -44.44% | ||
YTD | -21.43% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 0.6100 | 0.5400 |
---|---|---|
1M High / 1M Low: | 0.7700 | 0.5400 |
6M High / 6M Low: | 1.5100 | 0.5400 |
High (YTD): | 13/01/2025 | 0.7700 |
Low (YTD): | 22/01/2025 | 0.5400 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.5780 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.6653 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.0496 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 93.06% | |
Volatility 6M: | 82.04% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |