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HSBC Call 105 BAYN 15.12.2027/  DE000HG7S5W2  /

Frankfurt Zert./HSBC
6/21/2024  9:35:22 PM Chg.-0.001 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
0.023EUR -4.17% -
Bid Size: -		 -
Ask Size: -		 BAYER AG NA O.N. 105.00 - 12/15/2027 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: 12/15/2027
Issue date: 1/18/2023
Last trading day: 12/14/2027
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 40.00
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.30
Parity: -7.90
Time value: 0.07
Break-even: 105.65
Moneyness: 0.25
Premium: 3.06
Premium p.a.: 0.50
Spread abs.: 0.04
Spread %: 182.61%
Delta: 0.09
Theta: 0.00
Omega: 3.75
Rho: 0.06
 

Quote data

Open: 0.024
High: 0.032
Low: 0.023
Previous Close: 0.024
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -4.17%
1 Month
  -17.86%
3 Months  
+53.33%
YTD
  -46.51%
1 Year
  -89.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.024 0.022
1M High / 1M Low: 0.033 0.022
6M High / 6M Low: 0.053 0.009
High (YTD): 5/13/2024 0.053
Low (YTD): 3/5/2024 0.009
52W High: 8/14/2023 0.220
52W Low: 3/5/2024 0.009
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.027
Avg. volume 1M:   0.000
Avg. price 6M:   0.029
Avg. volume 6M:   403.226
Avg. price 1Y:   0.076
Avg. volume 1Y:   590.551
Volatility 1M:   140.71%
Volatility 6M:   201.56%
Volatility 1Y:   190.06%
Volatility 3Y:   -