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HSBC Call 105 BAYN 15.12.2027/  DE000HG7S5W2  /

EUWAX
2024-09-25  8:16:34 AM Chg.+0.001 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.032EUR +3.23% -
Bid Size: -		 -
Ask Size: -		 BAYER AG NA O.N. 105.00 - 2027-12-15 Call
 

Master data

WKN: HG7S5W
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BAYER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 2027-12-15
Issue date: 2023-01-18
Last trading day: 2027-12-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 38.66
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.34
Parity: -7.60
Time value: 0.08
Break-even: 105.75
Moneyness: 0.28
Premium: 2.65
Premium p.a.: 0.49
Spread abs.: 0.04
Spread %: 127.27%
Delta: 0.10
Theta: 0.00
Omega: 3.85
Rho: 0.07
 

Quote data

Open: 0.032
High: 0.032
Low: 0.032
Previous Close: 0.031
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.67%
1 Month  
+220.00%
3 Months     0.00%
YTD
  -11.11%
1 Year
  -73.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.032 0.030
1M High / 1M Low: 0.032 0.009
6M High / 6M Low: 0.056 0.001
High (YTD): 2024-05-14 0.056
Low (YTD): 2024-08-05 0.001
52W High: 2023-09-27 0.120
52W Low: 2024-08-05 0.001
Avg. price 1W:   0.031
Avg. volume 1W:   0.000
Avg. price 1M:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   0.025
Avg. volume 6M:   0.000
Avg. price 1Y:   0.032
Avg. volume 1Y:   0.000
Volatility 1M:   337.86%
Volatility 6M:   883.11%
Volatility 1Y:   664.56%
Volatility 3Y:   -