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HSBC Call 100 BAYN 15.12.2027/  DE000HG7S5V4  /

Frankfurt Zert./HSBC
7/31/2024  9:35:49 PM Chg.-0.001 Bid7/31/2024 Ask7/31/2024 Underlying Strike price Expiration date Option type
0.015EUR -6.25% 0.015
Bid Size: 20,000		 0.057
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: 47.59
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.31
Parity: -7.24
Time value: 0.06
Break-even: 100.58
Moneyness: 0.28
Premium: 2.64
Premium p.a.: 0.47
Spread abs.: 0.04
Spread %: 262.50%
Delta: 0.09
Theta: 0.00
Omega: 4.09
Rho: 0.06
 

Quote data

Open: 0.017
High: 0.026
Low: 0.015
Previous Close: 0.016
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.14%
1 Month
  -42.31%
3 Months
  -68.09%
YTD
  -70.00%
1 Year
  -93.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.016 0.014
1M High / 1M Low: 0.023 0.012
6M High / 6M Low: 0.057 0.012
High (YTD): 5/13/2024 0.057
Low (YTD): 7/16/2024 0.012
52W High: 8/14/2023 0.260
52W Low: 7/16/2024 0.012
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   0.028
Avg. volume 6M:   0.000
Avg. price 1Y:   0.070
Avg. volume 1Y:   0.000
Volatility 1M:   192.56%
Volatility 6M:   187.78%
Volatility 1Y:   178.52%
Volatility 3Y:   -