HSBC Call 38 BAYN 13.12.2028
/ DE000HS57ET4
HSBC Call 38 BAYN 13.12.2028/ DE000HS57ET4 /
| 2024-09-26 8:20:58 AM |
Chg.+0.010 |
Bid2024-09-26 |
Ask2024-09-26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+1.92% |
0.530
Bid Size: 20,000 |
0.570
Ask Size: 20,000 |
BAYER AG NA O.N. |
38.00 EUR |
2028-12-13 |
Call |
Master data
| WKN: |
HS57ET |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 EUR |
| Maturity: |
2028-12-13 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2028-12-12 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.34 |
| Parity: |
-0.90 |
| Time value: |
0.57 |
| Break-even: |
43.70 |
| Moneyness: |
0.76 |
| Premium: |
0.51 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
7.55% |
| Delta: |
0.54 |
| Theta: |
0.00 |
| Omega: |
2.75 |
| Rho: |
0.42 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+23.26% |
| 3 Months |
|
|
+32.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.510 |
| 1M High / 1M Low: |
0.530 |
0.410 |
| 6M High / 6M Low: |
0.590 |
0.360 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.522 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.461 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.458 |
| Avg. volume 6M: |
|
46.512 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.92% |
| Volatility 6M: |
|
82.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
