OverviewChartNewsTraderScreen

HSBC Call 105 BAYN 15.12.2027/  DE000HG7S5W2  /

EUWAX
2024-06-17  8:16:44 AM Chg.0.000 Bid10:40:10 AM Ask10:40:10 AM Underlying Strike price Expiration date Option type
0.025EUR 0.00% 0.031
Bid Size: 50,000		 0.057
Ask Size: 50,000		 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: 41.01
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.30
Parity: -7.79
Time value: 0.07
Break-even: 105.66
Moneyness: 0.26
Premium: 2.90
Premium p.a.: 0.48
Spread abs.: 0.04
Spread %: 175.00%
Delta: 0.09
Theta: 0.00
Omega: 3.83
Rho: 0.07
 

Quote data

Open: 0.025
High: 0.025
Low: 0.025
Previous Close: 0.025
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.17%
1 Month
  -44.44%
3 Months  
+127.27%
YTD
  -30.56%
1 Year
  -89.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.026 0.024
1M High / 1M Low: 0.045 0.024
6M High / 6M Low: 0.056 0.009
High (YTD): 2024-05-14 0.056
Low (YTD): 2024-03-05 0.009
52W High: 2023-06-19 0.230
52W Low: 2024-03-05 0.009
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.030
Avg. volume 1M:   0.000
Avg. price 6M:   0.030
Avg. volume 6M:   0.000
Avg. price 1Y:   0.080
Avg. volume 1Y:   0.000
Volatility 1M:   147.27%
Volatility 6M:   313.45%
Volatility 1Y:   254.31%
Volatility 3Y:   -