OverviewChartNewsTraderScreen

HSBC Call 77 BAYN 16.12.2026/  DE000HG63F20  /

EUWAX
2024-09-26  8:24:31 AM Chg.+0.001 Bid10:21:06 AM Ask10:21:06 AM Underlying Strike price Expiration date Option type
0.028EUR +3.70% 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: 0.028
Low: 0.028
Previous Close: 0.027
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month  
+86.67%
3 Months
  -9.68%
YTD
  -36.36%
1 Year
  -85.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.027 0.026
1M High / 1M Low: 0.027 0.013
6M High / 6M Low: 0.057 0.005
High (YTD): 2024-05-02 0.057
Low (YTD): 2024-08-05 0.005
52W High: 2023-09-27 0.200
52W Low: 2024-08-05 0.005
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.018
Avg. volume 1M:   0.000
Avg. price 6M:   0.027
Avg. volume 6M:   0.000
Avg. price 1Y:   0.043
Avg. volume 1Y:   0.000
Volatility 1M:   250.30%
Volatility 6M:   405.58%
Volatility 1Y:   333.71%
Volatility 3Y:   -