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HSBC Call 105 BAYN 15.12.2027/  DE000HG7S5W2  /

Frankfurt Zert./HSBC
06/09/2024  21:35:45 Chg.+0.002 Bid06/09/2024 Ask06/09/2024 Underlying Strike price Expiration date Option type
0.015EUR +15.38% 0.015
Bid Size: 20,000		 0.057
Ask Size: 20,000		 BAYER AG NA O.N. 105.00 - 15/12/2027 Call
 

Master data

WKN: HG7S5W
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BAYER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 15/12/2027
Issue date: 18/01/2023
Last trading day: 14/12/2027
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 50.72
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.34
Parity: -7.61
Time value: 0.06
Break-even: 105.57
Moneyness: 0.28
Premium: 2.65
Premium p.a.: 0.49
Spread abs.: 0.04
Spread %: 280.00%
Delta: 0.08
Theta: 0.00
Omega: 4.15
Rho: 0.06
 

Quote data

Open: 0.015
High: 0.025
Low: 0.015
Previous Close: 0.013
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month  
+36.36%
3 Months
  -40.00%
YTD
  -65.12%
1 Year
  -92.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.019 0.010
1M High / 1M Low: 0.019 0.009
6M High / 6M Low: 0.053 0.005
High (YTD): 13/05/2024 0.053
Low (YTD): 05/08/2024 0.005
52W High: 11/09/2023 0.200
52W Low: 05/08/2024 0.005
Avg. price 1W:   0.014
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   0.023
Avg. volume 6M:   0.000
Avg. price 1Y:   0.039
Avg. volume 1Y:   588.235
Volatility 1M:   289.77%
Volatility 6M:   237.10%
Volatility 1Y:   231.53%
Volatility 3Y:   -