HSBC Call 120 BAYN 16.12.2026
/ DE000HE0D6E7
HSBC Call 120 BAYN 16.12.2026/ DE000HE0D6E7 /
28/05/2024 11:08:59 |
Chg.+0.006 |
Bid13:02:23 |
Ask13:02:23 |
Underlying |
Strike price |
Expiration date |
Option type |
0.008EUR |
+300.00% |
0.008 Bid Size: 50,000 |
0.028 Ask Size: 50,000 |
BAYER AG NA O.N. |
120.00 - |
16/12/2026 |
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: |
16/12/2026 |
Issue date: |
31/05/2022 |
Last trading day: |
15/12/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
80.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.30 |
Parity: |
-9.17 |
Time value: |
0.04 |
Break-even: |
120.35 |
Moneyness: |
0.24 |
Premium: |
3.26 |
Premium p.a.: |
0.76 |
Spread abs.: |
0.03 |
Spread %: |
1,066.67% |
Delta: |
0.05 |
Theta: |
0.00 |
Omega: |
4.34 |
Rho: |
0.03 |
Quote data
Open: |
0.003 |
High: |
0.008 |
Low: |
0.003 |
Previous Close: |
0.002 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+60.00% |
1 Month |
|
|
+33.33% |
3 Months |
|
|
+700.00% |
YTD |
|
|
+700.00% |
1 Year |
|
|
-92.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.005 |
0.002 |
1M High / 1M Low: |
0.015 |
0.002 |
6M High / 6M Low: |
0.015 |
0.001 |
High (YTD): |
07/05/2024 |
0.015 |
Low (YTD): |
19/04/2024 |
0.001 |
52W High: |
29/05/2023 |
0.098 |
52W Low: |
19/04/2024 |
0.001 |
Avg. price 1W: |
|
0.003 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.007 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.002 |
Avg. volume 6M: |
|
927.419 |
Avg. price 1Y: |
|
0.024 |
Avg. volume 1Y: |
|
450.980 |
Volatility 1M: |
|
459.26% |
Volatility 6M: |
|
943.40% |
Volatility 1Y: |
|
689.85% |
Volatility 3Y: |
|
- |