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HSBC Call 100 BAYN 15.12.2027/  DE000HG7S5V4  /

Frankfurt Zert./HSBC
21/06/2024  21:35:24 Chg.0.000 Bid21/06/2024 Ask21/06/2024 Underlying Strike price Expiration date Option type
0.025EUR 0.00% 0.025
Bid Size: 20,000		 0.067
Ask Size: 20,000		 BAYER AG NA O.N. 100.00 - 15/12/2027 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: 15/12/2027
Issue date: 18/01/2023
Last trading day: 14/12/2027
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 38.81
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.30
Parity: -7.40
Time value: 0.07
Break-even: 100.67
Moneyness: 0.26
Premium: 2.87
Premium p.a.: 0.48
Spread abs.: 0.04
Spread %: 168.00%
Delta: 0.10
Theta: 0.00
Omega: 3.79
Rho: 0.07
 

Quote data

Open: 0.026
High: 0.033
Low: 0.025
Previous Close: 0.025
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.85%
1 Month
  -16.67%
3 Months  
+47.06%
YTD
  -50.00%
1 Year
  -89.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.026 0.024
1M High / 1M Low: 0.036 0.024
6M High / 6M Low: 0.057 0.012
High (YTD): 13/05/2024 0.057
Low (YTD): 14/03/2024 0.012
52W High: 14/08/2023 0.260
52W Low: 14/03/2024 0.012
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.029
Avg. volume 1M:   0.000
Avg. price 6M:   0.032
Avg. volume 6M:   0.000
Avg. price 1Y:   0.091
Avg. volume 1Y:   0.000
Volatility 1M:   139.03%
Volatility 6M:   185.86%
Volatility 1Y:   171.98%
Volatility 3Y:   -