HSBC WAR. CALL 12/27 BAYN
/ DE000HG7S5X0
HSBC WAR. CALL 12/27 BAYN/ DE000HG7S5X0 /
2024-06-14 9:35:54 PM |
Chg.0.0000 |
Bid9:58:22 PM |
Ask9:58:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.0520EUR |
0.00% |
0.0190 Bid Size: 20,000 |
0.0610 Ask Size: 20,000 |
BAYER AG NA O.N. |
110.00 - |
2027-12-15 |
Call |
Master data
WKN: |
HG7S5X |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
BAYER AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 - |
Maturity: |
2027-12-15 |
Issue date: |
2023-01-18 |
Last trading day: |
2027-12-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
44.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.30 |
Parity: |
-8.29 |
Time value: |
0.06 |
Break-even: |
110.61 |
Moneyness: |
0.25 |
Premium: |
3.09 |
Premium p.a.: |
0.49 |
Spread abs.: |
0.04 |
Spread %: |
221.05% |
Delta: |
0.09 |
Theta: |
0.00 |
Omega: |
3.85 |
Rho: |
0.06 |
Quote data
Open: |
0.0520 |
High: |
0.0520 |
Low: |
0.0520 |
Previous Close: |
0.0520 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.89% |
1 Month |
|
|
-11.86% |
3 Months |
|
|
+33.33% |
YTD |
|
|
-1.89% |
1 Year |
|
|
-77.39% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.0530 |
0.0520 |
1M High / 1M Low: |
0.0590 |
0.0520 |
6M High / 6M Low: |
0.0590 |
0.0390 |
High (YTD): |
2024-05-20 |
0.0590 |
Low (YTD): |
2024-04-18 |
0.0390 |
52W High: |
2023-06-20 |
0.2300 |
52W Low: |
2024-04-18 |
0.0390 |
Avg. price 1W: |
|
0.0522 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
0.0547 |
Avg. volume 1M: |
|
0.0000 |
Avg. price 6M: |
|
0.0478 |
Avg. volume 6M: |
|
0.0000 |
Avg. price 1Y: |
|
0.0952 |
Avg. volume 1Y: |
|
0.0000 |
Volatility 1M: |
|
25.05% |
Volatility 6M: |
|
35.23% |
Volatility 1Y: |
|
43.98% |
Volatility 3Y: |
|
- |