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HSBC Call 95 BAYN 15.12.2027/  DE000HG7S5U6  /

EUWAX
6/12/2024  8:17:27 AM Chg.0.000 Bid10:01:23 AM Ask10:01:23 AM Underlying Strike price Expiration date Option type
0.030EUR 0.00% 0.039
Bid Size: 50,000		 0.065
Ask Size: 50,000		 BAYER AG NA O.N. 95.00 - 12/15/2027 Call
 

Master data

WKN: HG7S5U
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BAYER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 12/15/2027
Issue date: 1/18/2023
Last trading day: 12/14/2027
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 38.14
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.30
Parity: -6.79
Time value: 0.07
Break-even: 95.71
Moneyness: 0.29
Premium: 2.53
Premium p.a.: 0.43
Spread abs.: 0.04
Spread %: 144.83%
Delta: 0.10
Theta: 0.00
Omega: 3.91
Rho: 0.07
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.030
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.08%
1 Month
  -48.28%
3 Months  
+7.14%
YTD
  -40.00%
1 Year
  -89.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.039 0.030
1M High / 1M Low: 0.067 0.030
6M High / 6M Low: 0.067 0.016
High (YTD): 5/14/2024 0.067
Low (YTD): 3/15/2024 0.016
52W High: 6/16/2023 0.310
52W Low: 3/15/2024 0.016
Avg. price 1W:   0.034
Avg. volume 1W:   0.000
Avg. price 1M:   0.043
Avg. volume 1M:   0.000
Avg. price 6M:   0.040
Avg. volume 6M:   40
Avg. price 1Y:   0.115
Avg. volume 1Y:   19.608
Volatility 1M:   150.80%
Volatility 6M:   287.57%
Volatility 1Y:   221.82%
Volatility 3Y:   -