HSBC Call 32 BAYN 13.12.2028
/ DE000HS57ER8
HSBC Call 32 BAYN 13.12.2028/ DE000HS57ER8 /
| 15/08/2024 21:35:37 |
Chg.+0.040 |
Bid15/08/2024 |
Ask15/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+8.16% |
0.530
Bid Size: 20,000 |
0.570
Ask Size: 20,000 |
BAYER AG NA O.N. |
32.00 EUR |
13/12/2028 |
Call |
Master data
| WKN: |
HS57ER |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
13/12/2028 |
| Issue date: |
04/03/2024 |
| Last trading day: |
12/12/2028 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.32 |
| Parity: |
-0.62 |
| Time value: |
0.53 |
| Break-even: |
37.30 |
| Moneyness: |
0.81 |
| Premium: |
0.44 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
8.16% |
| Delta: |
0.58 |
| Theta: |
0.00 |
| Omega: |
2.80 |
| Rho: |
0.41 |
Quote data
| Open: |
0.500 |
| High: |
0.530 |
| Low: |
0.500 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-29.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.490 |
| 1M High / 1M Low: |
0.600 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.508 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.551 |
| Avg. volume 1M: |
|
52.174 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
