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HSBC Call 120 BAYN 16.12.2026/  DE000HE0D6E7  /

EUWAX
9/20/2024  8:10:06 AM Chg.0.000 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 BAYER AG NA O.N. 120.00 - 12/16/2026 Call
 

Master data

WKN: HE0D6E
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BAYER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 12/16/2026
Issue date: 5/31/2022
Last trading day: 12/15/2026
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 86.85
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.34
Parity: -9.13
Time value: 0.03
Break-even: 120.33
Moneyness: 0.24
Premium: 3.20
Premium p.a.: 0.90
Spread abs.: 0.03
Spread %: 3,200.00%
Delta: 0.05
Theta: 0.00
Omega: 4.40
Rho: 0.03
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -50.00%
YTD     0.00%
1 Year
  -97.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.028 0.001
High (YTD): 5/29/2024 0.028
Low (YTD): 9/20/2024 0.001
52W High: 9/22/2023 0.037
52W Low: 9/20/2024 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.003
Avg. volume 6M:   551.181
Avg. price 1Y:   0.004
Avg. volume 1Y:   728.346
Volatility 1M:   -
Volatility 6M:   1,530.62%
Volatility 1Y:   1,175.20%
Volatility 3Y:   -