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HSBC WAR. CALL 12/27 BAYN/  DE000HG7S5V4  /

gettex
6/20/2024  9:36:17 PM Chg.0.0000 Bid9:58:13 PM Ask9:58:13 PM Underlying Strike price Expiration date Option type
0.0580EUR 0.00% 0.0260
Bid Size: 20,000		 0.0680
Ask Size: 20,000		 BAYER AG NA O.N. 100.00 - 12/15/2027 Call
 

Master data

WKN: HG7S5V
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BAYER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 12/15/2027
Issue date: 1/18/2023
Last trading day: 12/14/2027
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 39.42
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.30
Parity: -7.44
Time value: 0.07
Break-even: 100.65
Moneyness: 0.26
Premium: 2.93
Premium p.a.: 0.48
Spread abs.: 0.04
Spread %: 182.61%
Delta: 0.10
Theta: 0.00
Omega: 3.78
Rho: 0.06
 

Quote data

Open: 0.0580
High: 0.0580
Low: 0.0580
Previous Close: 0.0580
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -18.31%
3 Months  
+34.88%
YTD
  -10.77%
1 Year
  -79.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.0580 0.0580
1M High / 1M Low: 0.0710 0.0580
6M High / 6M Low: 0.0710 0.0430
High (YTD): 5/20/2024 0.0710
Low (YTD): 4/18/2024 0.0430
52W High: 6/21/2023 0.2800
52W Low: 4/18/2024 0.0430
Avg. price 1W:   0.0580
Avg. volume 1W:   0.0000
Avg. price 1M:   0.0610
Avg. volume 1M:   0.0000
Avg. price 6M:   0.0556
Avg. volume 6M:   0.0000
Avg. price 1Y:   0.1188
Avg. volume 1Y:   0.0000
Volatility 1M:   31.25%
Volatility 6M:   45.68%
Volatility 1Y:   53.54%
Volatility 3Y:   -