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HSBC Call 105 BAYN 15.12.2027/  DE000HG7S5W2  /

EUWAX
24/06/2024  08:16:36 Chg.-0.001 Bid22:00:11 Ask22:00:11 Underlying Strike price Expiration date Option type
0.023EUR -4.17% -
Bid Size: -		 -
Ask Size: -		 BAYER AG NA O.N. 105.00 - 15/12/2027 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: 15/12/2027
Issue date: 18/01/2023
Last trading day: 14/12/2027
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: 0.023
High: 0.023
Low: 0.023
Previous Close: 0.024
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.00%
1 Month
  -14.81%
3 Months  
+64.29%
YTD
  -36.11%
1 Year
  -89.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.025 0.022
1M High / 1M Low: 0.033 0.022
6M High / 6M Low: 0.056 0.009
High (YTD): 14/05/2024 0.056
Low (YTD): 05/03/2024 0.009
52W High: 14/08/2023 0.220
52W Low: 05/03/2024 0.009
Avg. price 1W:   0.024
Avg. volume 1W:   0.000
Avg. price 1M:   0.027
Avg. volume 1M:   0.000
Avg. price 6M:   0.029
Avg. volume 6M:   0.000
Avg. price 1Y:   0.077
Avg. volume 1Y:   0.000
Volatility 1M:   129.15%
Volatility 6M:   316.38%
Volatility 1Y:   254.50%
Volatility 3Y:   -