OverviewChartNewsTraderScreen

HSBC Call 100 BAYN 15.12.2027/  DE000HG7S5V4  /

EUWAX
6/21/2024  8:16:36 AM Chg.+0.002 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
0.026EUR +8.33% -
Bid Size: -		 -
Ask Size: -		 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: 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: 0.026
Low: 0.026
Previous Close: 0.024
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.70%
1 Month
  -25.71%
3 Months  
+62.50%
YTD
  -39.53%
1 Year
  -88.70%
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: 0.060 0.012
High (YTD): 5/14/2024 0.060
Low (YTD): 3/15/2024 0.012
52W High: 8/14/2023 0.260
52W Low: 3/15/2024 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:   0.033
Avg. volume 6M:   0.000
Avg. price 1Y:   0.093
Avg. volume 1Y:   0.000
Volatility 1M:   149.48%
Volatility 6M:   282.15%
Volatility 1Y:   218.22%
Volatility 3Y:   -