Option prices
Indicative option prices in USD, JPY, CHF and GBP
Due to an ongoing volatility in the markets, the exclusive use of forward exchange deals to the securing of foreign currency exposures leads to an increasing quantity of enterprises and investors that suffer from the loss of opportunity. HSBC Trinkaus & Burkhardt offers a wide range of products in alternative hedging instruments for this purpose. One of the products we offer our clients is options.
In this section you can continuously access current indications.
| Run time | Euro-Calls | Euro-Puts | Volatility |
|---|---|---|---|
| 1 week | 0.61 - 0.72 | 0.61 - 0.72 | 8.39 - 9.11 |
| 1 month | 1.41 - 1.49 | 1.40 - 1.49 | 9.06 - 9.34 |
| 2 months | 2.10 - 2.21 | 2.10 - 2.20 | 9.46 - 9.74 |
| 3 months | 2.73 - 2.86 | 2.72 - 2.86 | 10.06 - 10.34 |
| 6 months | 4.08 - 4.28 | 4.11 - 4.30 | 10.75 - 11.05 |
| 1 year | 6.08 - 6.32 | 6.16 - 6.40 | 11.35 - 11.65 |
| 2 years | 8.46 - 8.80 | 8.18 - 8.52 | 11.14 - 11.46 |
The mentioned prices apply at an exchange rate of USD / Euro (Spot) and an exercise price of USD / Euro (Strike). All listings have the following status 17.03/15:34.
| Run time | Euro-Calls | Euro-Puts | Volatility |
|---|---|---|---|
| 1 month | 1.61 - 1.71 | 1.63 - 1.73 | 11.45 - 11.95 |
| 2 months | 2.35 - 2.48 | 2.39 - 2.52 | 11.75 - 12.25 |
| 3 months | 2.99 - 3.15 | 3.06 - 3.21 | 12.25 - 12.75 |
| 6 months | 4.50 - 4.70 | 4.68 - 4.88 | 13.20 - 13.70 |
| 1 year | 6.65 - 6.92 | 7.27 - 7.54 | 14.15 - 14.65 |
The mentioned prices apply at an exchange rate of JPY / Euro (Spot) and an exercise price of JPY / Euro (Strike). All listings have the following status 17.03/15:34.
| Run time | Euro-Calls | Euro-Puts | Volatility |
|---|---|---|---|
| 1 month | 0.60 - 0.68 | 0.64 - 0.72 | 3.80 - 4.10 |
| 2 months | 0.86 - 0.97 | 0.94 - 1.04 | 3.85 - 4.15 |
| 3 months | 1.05 - 1.18 | 1.16 - 1.30 | 3.87 - 4.23 |
| 6 months | 1.59 - 1.74 | 1.85 - 2.00 | 4.25 - 4.55 |
| 1 year | 2.21 - 2.41 | 2.84 - 3.05 | 4.40 - 4.70 |
The mentioned prices apply at an exchange rate of CHF / Euro (Spot) and an exercise price of CHF / Euro (Strike). All listings have the following status 17.03/15:34.
| Run time | Euro-Calls | Euro-Puts | Volatility |
|---|---|---|---|
| 1 week | 0.32 - 0.48 | 0.31 - 0.47 | 7.00 - 9.00 |
| 1 month | 0.86 - 0.94 | 0.84 - 0.92 | 8.50 - 8.90 |
| 2 months | 1.35 - 1.44 | 1.31 - 1.40 | 9.23 - 9.57 |
| 3 months | 1.76 - 1.88 | 1.71 - 1.83 | 9.87 - 10.23 |
| 6 months | 2.67 - 2.83 | 2.59 - 2.75 | 10.65 - 10.95 |
| 1 year | 3.88 - 4.09 | 3.77 - 3.97 | 10.92 - 11.27 |
The mentioned prices apply at an exchange rate of GBP / Euro (Spot) and an exercise price of GBP / Euro (Strike). All listings have the following status 17.03/15:34.
Additional information/illustration:
No guarantee for accuracy of information!
USD, JPY, CHF & GBP: ISO Currency-Code
ATM: At the money
