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HSBC Call 77 BAYN 16.12.2026/  DE000HG63F20  /

Frankfurt Zert./HSBC
2024-09-26  11:20:21 AM Chg.+0.007 Bid2024-09-26 Ask2024-09-26 Underlying Strike price Expiration date Option type
0.034EUR +25.93% 0.034
Bid Size: 20,000		 0.054
Ask Size: 20,000		 BAYER AG NA O.N. 77.00 - 2026-12-16 Call
 

Master data

WKN: HG63F2
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BAYER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 77.00 -
Maturity: 2026-12-16
Issue date: 2022-11-24
Last trading day: 2026-12-15
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 48.66
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.34
Parity: -4.83
Time value: 0.06
Break-even: 77.59
Moneyness: 0.37
Premium: 1.70
Premium p.a.: 0.56
Spread abs.: 0.03
Spread %: 118.52%
Delta: 0.10
Theta: 0.00
Omega: 4.63
Rho: 0.05
 

Quote data

Open: 0.028
High: 0.034
Low: 0.027
Previous Close: 0.027
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+13.33%
1 Month  
+142.86%
3 Months  
+41.67%
YTD
  -33.33%
1 Year
  -82.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.027
1M High / 1M Low: 0.030 0.013
6M High / 6M Low: 0.050 0.013
High (YTD): 2024-01-09 0.054
Low (YTD): 2024-03-05 0.012
52W High: 2023-09-27 0.200
52W Low: 2024-03-05 0.012
Avg. price 1W:   0.028
Avg. volume 1W:   0.000
Avg. price 1M:   0.018
Avg. volume 1M:   0.000
Avg. price 6M:   0.026
Avg. volume 6M:   0.000
Avg. price 1Y:   0.043
Avg. volume 1Y:   0.000
Volatility 1M:   240.81%
Volatility 6M:   180.82%
Volatility 1Y:   195.65%
Volatility 3Y:   -