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HSBC Call 100 BAYN 15.12.2027/  DE000HG7S5V4  /

Frankfurt Zert./HSBC
9/20/2024  9:35:29 PM Chg.-0.003 Bid9:58:47 PM Ask9:58:47 PM Underlying Strike price Expiration date Option type
0.033EUR -8.33% 0.034
Bid Size: 20,000		 0.076
Ask Size: 20,000		 BAYER AG NA O.N. 100.00 - 12/15/2027 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: 12/15/2027
Issue date: 1/18/2023
Last trading day: 12/14/2027
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 37.71
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.34
Parity: -7.13
Time value: 0.08
Break-even: 100.76
Moneyness: 0.29
Premium: 2.52
Premium p.a.: 0.48
Spread abs.: 0.04
Spread %: 123.53%
Delta: 0.10
Theta: 0.00
Omega: 3.88
Rho: 0.07
 

Quote data

Open: 0.035
High: 0.044
Low: 0.033
Previous Close: 0.036
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+106.25%
1 Month  
+371.43%
3 Months  
+32.00%
YTD
  -34.00%
1 Year
  -80.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.036 0.015
1M High / 1M Low: 0.036 0.007
6M High / 6M Low: 0.057 0.003
High (YTD): 5/13/2024 0.057
Low (YTD): 8/5/2024 0.003
52W High: 9/22/2023 0.170
52W Low: 8/5/2024 0.003
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.015
Avg. volume 1M:   0.000
Avg. price 6M:   0.025
Avg. volume 6M:   0.000
Avg. price 1Y:   0.038
Avg. volume 1Y:   0.000
Volatility 1M:   363.95%
Volatility 6M:   296.55%
Volatility 1Y:   255.18%
Volatility 3Y:   -