2025/02/28

BBVA Equity Derivatives: Close out: HSBC: Long Jun25 720/920 strangles – Make or break

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We close out the call leg in our position in HSBC: Long Jun25 720/920 strangles – Make or break

  • Spot 10% higher since entry price
  • Overbought at RSI 70. Bearish divergence forming
  • Broader European Banking Sector posting a 23% Ytd Return vs 9% for the STOXX 600
  • Locking in a 3.3x return on Call leg. Letting the Put leg run.
  • Implied delta on calls now at 0.40 vs 0.15 at open

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