HSBC WAR. CALL 06/25 BAYN
/ DE000HG63DN2
HSBC WAR. CALL 06/25 BAYN/ DE000HG63DN2 /
2024-09-26 9:35:41 AM |
Chg.-0.0010 |
Bid11:33:21 AM |
Ask11:33:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.0080EUR |
-11.11% |
0.0090 Bid Size: 20,000 |
0.0190 Ask Size: 20,000 |
BAYER AG NA O.N. |
77.00 - |
2025-06-18 |
Call |
Master data
WKN: |
HG63DN |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
BAYER AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
77.00 - |
Maturity: |
2025-06-18 |
Issue date: |
2022-11-24 |
Last trading day: |
2025-06-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
136.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.58 |
Historic volatility: |
0.34 |
Parity: |
-4.83 |
Time value: |
0.02 |
Break-even: |
77.21 |
Moneyness: |
0.37 |
Premium: |
1.69 |
Premium p.a.: |
2.91 |
Spread abs.: |
0.02 |
Spread %: |
320.00% |
Delta: |
0.04 |
Theta: |
0.00 |
Omega: |
5.90 |
Rho: |
0.01 |
Quote data
Open: |
0.0060 |
High: |
0.0080 |
Low: |
0.0060 |
Previous Close: |
0.0090 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.00% |
1 Month |
|
|
+60.00% |
3 Months |
|
|
-42.86% |
YTD |
|
|
-75.76% |
1 Year |
|
|
-89.04% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.0100 |
0.0090 |
1M High / 1M Low: |
0.0100 |
0.0040 |
6M High / 6M Low: |
0.0160 |
0.0020 |
High (YTD): |
2024-01-26 |
0.0330 |
Low (YTD): |
2024-08-13 |
0.0020 |
52W High: |
2023-09-27 |
0.0730 |
52W Low: |
2024-08-13 |
0.0020 |
Avg. price 1W: |
|
0.0094 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
0.0074 |
Avg. volume 1M: |
|
0.0000 |
Avg. price 6M: |
|
0.0120 |
Avg. volume 6M: |
|
0.0000 |
Avg. price 1Y: |
|
0.0232 |
Avg. volume 1Y: |
|
0.0000 |
Volatility 1M: |
|
275.65% |
Volatility 6M: |
|
240.35% |
Volatility 1Y: |
|
173.61% |
Volatility 3Y: |
|
- |