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HSBC Call 100 BAYN 15.12.2027/  DE000HG7S5V4  /

EUWAX
2024-09-25  8:16:34 AM Chg.+0.001 Bid5:35:16 PM Ask5:35:16 PM Underlying Strike price Expiration date Option type
0.034EUR +3.03% 0.033
Bid Size: 20,000		 0.075
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: 37.66
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.34
Parity: -7.10
Time value: 0.08
Break-even: 100.77
Moneyness: 0.29
Premium: 2.48
Premium p.a.: 0.47
Spread abs.: 0.04
Spread %: 120.00%
Delta: 0.10
Theta: 0.00
Omega: 3.89
Rho: 0.07
 

Quote data

Open: 0.034
High: 0.034
Low: 0.034
Previous Close: 0.033
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+78.95%
1 Month  
+325.00%
3 Months  
+21.43%
YTD
  -20.93%
1 Year
  -77.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.034 0.019
1M High / 1M Low: 0.050 0.007
6M High / 6M Low: 0.060 0.001
High (YTD): 2024-05-14 0.060
Low (YTD): 2024-08-05 0.001
52W High: 2023-09-26 0.150
52W Low: 2024-08-05 0.001
Avg. price 1W:   0.030
Avg. volume 1W:   0.000
Avg. price 1M:   0.017
Avg. volume 1M:   2,380.952
Avg. price 6M:   0.026
Avg. volume 6M:   390.625
Avg. price 1Y:   0.039
Avg. volume 1Y:   196.078
Volatility 1M:   817.92%
Volatility 6M:   814.62%
Volatility 1Y:   606.16%
Volatility 3Y:   -