HSBC WAR. CALL 12/24 BAYN
/ DE000TR9SRM9
HSBC WAR. CALL 12/24 BAYN/ DE000TR9SRM9 /
26/09/2024 13:35:40 |
Chg.0.0000 |
Bid15:15:19 |
Ask15:15:19 |
Underlying |
Strike price |
Expiration date |
Option type |
0.0010EUR |
0.00% |
0.0010 Bid Size: 20,000 |
0.0110 Ask Size: 20,000 |
BAYER AG NA O.N. |
105.00 EUR |
18/12/2024 |
Call |
Master data
WKN: |
TR9SRM |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
BAYER AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 EUR |
Maturity: |
18/12/2024 |
Issue date: |
12/11/2019 |
Last trading day: |
17/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
168.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.25 |
Historic volatility: |
0.34 |
Parity: |
-7.63 |
Time value: |
0.02 |
Break-even: |
105.17 |
Moneyness: |
0.27 |
Premium: |
2.66 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.02 |
Spread %: |
1,600.00% |
Delta: |
0.03 |
Theta: |
-0.01 |
Omega: |
5.23 |
Rho: |
0.00 |
Quote data
Open: |
0.0010 |
High: |
0.0010 |
Low: |
0.0010 |
Previous Close: |
0.0010 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-90.91% |
YTD |
|
|
-92.86% |
1 Year |
|
|
-94.12% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.0010 |
0.0010 |
1M High / 1M Low: |
0.0010 |
0.0010 |
6M High / 6M Low: |
0.0110 |
0.0010 |
High (YTD): |
28/02/2024 |
0.0140 |
Low (YTD): |
25/09/2024 |
0.0010 |
52W High: |
22/12/2023 |
0.0170 |
52W Low: |
25/09/2024 |
0.0010 |
Avg. price 1W: |
|
0.0010 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
0.0010 |
Avg. volume 1M: |
|
0.0000 |
Avg. price 6M: |
|
0.0077 |
Avg. volume 6M: |
|
0.0000 |
Avg. price 1Y: |
|
0.0113 |
Avg. volume 1Y: |
|
0.0000 |
Volatility 1M: |
|
- |
Volatility 6M: |
|
125.59% |
Volatility 1Y: |
|
92.87% |
Volatility 3Y: |
|
- |