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HSBC Call 105 BAYN 15.12.2027/  DE000HG7S5W2  /

EUWAX
02/08/2024  08:15:35 Chg.-0.002 Bid17:47:49 Ask17:47:49 Underlying Strike price Expiration date Option type
0.014EUR -12.50% 0.016
Bid Size: 20,000		 0.058
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: 47.84
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.31
Parity: -7.77
Time value: 0.06
Break-even: 105.57
Moneyness: 0.26
Premium: 2.87
Premium p.a.: 0.49
Spread abs.: 0.04
Spread %: 280.00%
Delta: 0.08
Theta: 0.00
Omega: 4.00
Rho: 0.06
 

Quote data

Open: 0.014
High: 0.014
Low: 0.014
Previous Close: 0.016
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.65%
1 Month
  -22.22%
3 Months
  -72.00%
YTD
  -61.11%
1 Year
  -92.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.018 0.016
1M High / 1M Low: 0.026 0.012
6M High / 6M Low: 0.056 0.009
High (YTD): 14/05/2024 0.056
Low (YTD): 05/03/2024 0.009
52W High: 14/08/2023 0.220
52W Low: 05/03/2024 0.009
Avg. price 1W:   0.017
Avg. volume 1W:   0.000
Avg. price 1M:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   0.026
Avg. volume 6M:   0.000
Avg. price 1Y:   0.058
Avg. volume 1Y:   0.000
Volatility 1M:   297.35%
Volatility 6M:   333.91%
Volatility 1Y:   270.70%
Volatility 3Y:   -