HSBC WAR. CALL 12/26 BAYN
/ DE000HG63FF3
HSBC WAR. CALL 12/26 BAYN/ DE000HG63FF3 /
2024-09-25 9:37:29 PM |
Chg.0.0000 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.0190EUR |
0.00% |
0.0120 Bid Size: 20,000 |
0.0440 Ask Size: 20,000 |
BAYER AG NA O.N. |
92.00 - |
2026-12-16 |
Call |
Master data
WKN: |
HG63FF |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
BAYER AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
92.00 - |
Maturity: |
2026-12-16 |
Issue date: |
2022-11-24 |
Last trading day: |
2026-12-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
64.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.34 |
Parity: |
-6.30 |
Time value: |
0.05 |
Break-even: |
92.45 |
Moneyness: |
0.32 |
Premium: |
2.19 |
Premium p.a.: |
0.68 |
Spread abs.: |
0.03 |
Spread %: |
246.15% |
Delta: |
0.07 |
Theta: |
0.00 |
Omega: |
4.60 |
Rho: |
0.04 |
Quote data
Open: |
0.0120 |
High: |
0.0190 |
Low: |
0.0120 |
Previous Close: |
0.0190 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+26.67% |
1 Month |
|
|
+72.73% |
3 Months |
|
|
-51.28% |
YTD |
|
|
-62.75% |
1 Year |
|
|
-86.43% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.0190 |
0.0150 |
1M High / 1M Low: |
0.0190 |
0.0100 |
6M High / 6M Low: |
0.0400 |
0.0100 |
High (YTD): |
2024-01-10 |
0.0510 |
Low (YTD): |
2024-09-16 |
0.0100 |
52W High: |
2023-09-27 |
0.1400 |
52W Low: |
2024-09-16 |
0.0100 |
Avg. price 1W: |
|
0.0182 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
0.0130 |
Avg. volume 1M: |
|
0.0000 |
Avg. price 6M: |
|
0.0285 |
Avg. volume 6M: |
|
0.0000 |
Avg. price 1Y: |
|
0.0431 |
Avg. volume 1Y: |
|
14.3320 |
Volatility 1M: |
|
236.47% |
Volatility 6M: |
|
136.45% |
Volatility 1Y: |
|
111.61% |
Volatility 3Y: |
|
- |