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HSBC Call 100 BAYN 15.12.2027/  DE000HG7S5V4  /

Frankfurt Zert./HSBC
2024-06-14  9:35:30 PM Chg.-0.001 Bid9:59:03 PM Ask9:59:03 PM Underlying Strike price Expiration date Option type
0.026EUR -3.70% 0.026
Bid Size: 20,000		 0.068
Ask Size: 20,000		 BAYER AG NA O.N. 100.00 - 2027-12-15 Call
 

Master data

WKN: HG7S5V
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BAYER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 2027-12-15
Issue date: 2023-01-18
Last trading day: 2027-12-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 39.80
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.30
Parity: -7.29
Time value: 0.07
Break-even: 100.68
Moneyness: 0.27
Premium: 2.72
Premium p.a.: 0.46
Spread abs.: 0.04
Spread %: 161.54%
Delta: 0.10
Theta: 0.00
Omega: 3.87
Rho: 0.07
 

Quote data

Open: 0.027
High: 0.038
Low: 0.026
Previous Close: 0.027
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.70%
1 Month
  -44.68%
3 Months  
+100.00%
YTD
  -48.00%
1 Year
  -90.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.028 0.025
1M High / 1M Low: 0.047 0.025
6M High / 6M Low: 0.057 0.012
High (YTD): 2024-05-13 0.057
Low (YTD): 2024-03-14 0.012
52W High: 2023-06-16 0.280
52W Low: 2024-03-14 0.012
Avg. price 1W:   0.026
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   0.033
Avg. volume 6M:   0.000
Avg. price 1Y:   0.096
Avg. volume 1Y:   0.000
Volatility 1M:   149.86%
Volatility 6M:   184.10%
Volatility 1Y:   171.94%
Volatility 3Y:   -