HSBC Call 105 BAYN 15.12.2027
/ DE000HG7S5W2
HSBC Call 105 BAYN 15.12.2027/ DE000HG7S5W2 /
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 |
|
|
+50.00% |
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: |
|
585.938 |
Volatility 1M: |
|
283.75% |
Volatility 6M: |
|
236.58% |
Volatility 1Y: |
|
231.09% |
Volatility 3Y: |
|
- |