OverviewChartNewsTraderScreen

HSBC Call 100 BAYN 15.12.2027/  DE000HG7S5V4  /

Frankfurt Zert./HSBC
9/6/2024  9:35:45 PM Chg.+0.001 Bid9/6/2024 Ask9/6/2024 Underlying Strike price Expiration date Option type
0.013EUR +8.33% 0.013
Bid Size: 20,000		 0.055
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: 52.56
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.34
Parity: -7.11
Time value: 0.06
Break-even: 100.55
Moneyness: 0.29
Premium: 2.48
Premium p.a.: 0.46
Spread abs.: 0.04
Spread %: 323.08%
Delta: 0.08
Theta: 0.00
Omega: 4.27
Rho: 0.06
 

Quote data

Open: 0.014
High: 0.024
Low: 0.013
Previous Close: 0.012
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+62.50%
1 Month  
+85.71%
3 Months
  -51.85%
YTD
  -74.00%
1 Year
  -94.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.017 0.008
1M High / 1M Low: 0.017 0.007
6M High / 6M Low: 0.057 0.003
High (YTD): 5/13/2024 0.057
Low (YTD): 8/5/2024 0.003
52W High: 9/12/2023 0.230
52W Low: 8/5/2024 0.003
Avg. price 1W:   0.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.009
Avg. volume 1M:   0.000
Avg. price 6M:   0.024
Avg. volume 6M:   0.000
Avg. price 1Y:   0.046
Avg. volume 1Y:   0.000
Volatility 1M:   364.56%
Volatility 6M:   280.33%
Volatility 1Y:   243.44%
Volatility 3Y:   -