HSBC Call 45 BAYN 13.12.2028
/ DE000HS57EW8
HSBC Call 45 BAYN 13.12.2028/ DE000HS57EW8 /
| 2024-09-26 6:00:49 PM |
Chg.+0.020 |
Bid2024-09-26 |
Ask2024-09-26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+5.00% |
0.420
Bid Size: 20,000 |
0.460
Ask Size: 20,000 |
BAYER AG NA O.N. |
45.00 EUR |
2028-12-13 |
Call |
Master data
| WKN: |
HS57EW |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
2028-12-13 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2028-12-12 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.34 |
| Parity: |
-1.63 |
| Time value: |
0.44 |
| Break-even: |
49.40 |
| Moneyness: |
0.64 |
| Premium: |
0.72 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.04 |
| Spread %: |
10.00% |
| Delta: |
0.44 |
| Theta: |
0.00 |
| Omega: |
2.89 |
| Rho: |
0.35 |
Quote data
| Open: |
0.410 |
| High: |
0.440 |
| Low: |
0.410 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.44% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
+44.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.400 |
| 1M High / 1M Low: |
0.410 |
0.300 |
| 6M High / 6M Low: |
0.450 |
0.250 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.404 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.342 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.337 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.97% |
| Volatility 6M: |
|
93.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
