HSBC WAR. CALL 12/26 BAYN
/ DE000HG63F20
HSBC WAR. CALL 12/26 BAYN/ DE000HG63F20 /
2024-06-24 3:37:00 PM |
Chg.0.0000 |
Bid5:01:54 PM |
Ask5:01:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.0490EUR |
0.00% |
0.0340 Bid Size: 50,000 |
0.0540 Ask Size: 50,000 |
BAYER AG NA O.N. |
77.00 - |
2026-12-16 |
Call |
Master data
WKN: |
HG63F2 |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
BAYER AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
77.00 - |
Maturity: |
2026-12-16 |
Issue date: |
2022-11-24 |
Last trading day: |
2026-12-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
45.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.30 |
Parity: |
-5.10 |
Time value: |
0.06 |
Break-even: |
77.57 |
Moneyness: |
0.34 |
Premium: |
1.98 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.03 |
Spread %: |
128.00% |
Delta: |
0.10 |
Theta: |
0.00 |
Omega: |
4.35 |
Rho: |
0.05 |
Quote data
Open: |
0.0490 |
High: |
0.0490 |
Low: |
0.0490 |
Previous Close: |
0.0490 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-5.77% |
3 Months |
|
|
+28.95% |
YTD |
|
|
-24.62% |
1 Year |
|
|
-85.59% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.0490 |
0.0490 |
1M High / 1M Low: |
0.0520 |
0.0490 |
6M High / 6M Low: |
0.0650 |
0.0380 |
High (YTD): |
2024-01-15 |
0.0650 |
Low (YTD): |
2024-04-02 |
0.0380 |
52W High: |
2023-08-15 |
0.3900 |
52W Low: |
2024-04-02 |
0.0380 |
Avg. price 1W: |
|
0.0490 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
0.0495 |
Avg. volume 1M: |
|
0.0000 |
Avg. price 6M: |
|
0.0503 |
Avg. volume 6M: |
|
0.0000 |
Avg. price 1Y: |
|
0.1413 |
Avg. volume 1Y: |
|
20.0591 |
Volatility 1M: |
|
15.12% |
Volatility 6M: |
|
45.60% |
Volatility 1Y: |
|
67.11% |
Volatility 3Y: |
|
- |