HSBC WAR. CALL 12/26 BAYN
/ DE000HG2TT84
HSBC WAR. CALL 12/26 BAYN/ DE000HG2TT84 /
11/06/2024 21:35:16 |
Chg.0.0000 |
Bid21:59:48 |
Ask21:59:48 |
Underlying |
Strike price |
Expiration date |
Option type |
0.0360EUR |
0.00% |
0.0130 Bid Size: 20,000 |
0.0450 Ask Size: 20,000 |
BAYER AG NA O.N. |
95.00 - |
16/12/2026 |
Call |
Master data
WKN: |
HG2TT8 |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
BAYER AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 - |
Maturity: |
16/12/2026 |
Issue date: |
04/05/2022 |
Last trading day: |
15/12/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
61.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.30 |
Parity: |
-6.75 |
Time value: |
0.05 |
Break-even: |
95.45 |
Moneyness: |
0.29 |
Premium: |
2.47 |
Premium p.a.: |
0.64 |
Spread abs.: |
0.03 |
Spread %: |
246.15% |
Delta: |
0.07 |
Theta: |
0.00 |
Omega: |
4.40 |
Rho: |
0.04 |
Quote data
Open: |
0.0360 |
High: |
0.0360 |
Low: |
0.0360 |
Previous Close: |
0.0360 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+2.86% |
3 Months |
|
|
+28.57% |
YTD |
|
|
-18.18% |
1 Year |
|
|
-82.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.0360 |
0.0360 |
1M High / 1M Low: |
0.0360 |
0.0350 |
6M High / 6M Low: |
0.0440 |
0.0280 |
High (YTD): |
12/01/2024 |
0.0440 |
Low (YTD): |
19/04/2024 |
0.0280 |
52W High: |
18/08/2023 |
0.2000 |
52W Low: |
19/04/2024 |
0.0280 |
Avg. price 1W: |
|
0.0360 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
0.0360 |
Avg. volume 1M: |
|
0.0000 |
Avg. price 6M: |
|
0.0347 |
Avg. volume 6M: |
|
0.0000 |
Avg. price 1Y: |
|
0.0864 |
Avg. volume 1Y: |
|
0.0000 |
Volatility 1M: |
|
10.10% |
Volatility 6M: |
|
32.30% |
Volatility 1Y: |
|
46.58% |
Volatility 3Y: |
|
- |