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HSBC Call 105 BAYN 15.12.2027/  DE000HG7S5W2  /

Frankfurt Zert./HSBC
01/08/2024  17:00:32 Chg.+0.007 Bid01/08/2024 Ask01/08/2024 Underlying Strike price Expiration date Option type
0.023EUR +43.75% 0.023
Bid Size: 50,000		 0.049
Ask Size: 50,000		 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: 47.41
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.31
Parity: -7.75
Time value: 0.06
Break-even: 105.58
Moneyness: 0.26
Premium: 2.84
Premium p.a.: 0.49
Spread abs.: 0.04
Spread %: 262.50%
Delta: 0.08
Theta: 0.00
Omega: 4.00
Rho: 0.06
 

Quote data

Open: 0.017
High: 0.025
Low: 0.015
Previous Close: 0.016
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+35.29%
1 Month  
+4.55%
3 Months
  -48.89%
YTD
  -46.51%
1 Year
  -88.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.017 0.016
1M High / 1M Low: 0.022 0.011
6M High / 6M Low: 0.053 0.009
High (YTD): 13/05/2024 0.053
Low (YTD): 05/03/2024 0.009
52W High: 14/08/2023 0.220
52W Low: 05/03/2024 0.009
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.016
Avg. volume 1M:   0.000
Avg. price 6M:   0.026
Avg. volume 6M:   0.000
Avg. price 1Y:   0.058
Avg. volume 1Y:   585.938
Volatility 1M:   207.63%
Volatility 6M:   203.02%
Volatility 1Y:   196.43%
Volatility 3Y:   -