HSBC Call 32 BAYN 13.12.2028
/ DE000HS57ER8
HSBC Call 32 BAYN 13.12.2028/ DE000HS57ER8 /
| 6/28/2024 9:35:43 PM |
Chg.+0.020 |
Bid6/28/2024 |
Ask6/28/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+3.77% |
0.550
Bid Size: 20,000 |
0.590
Ask Size: 20,000 |
BAYER AG NA O.N. |
32.00 EUR |
12/13/2028 |
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: |
12/13/2028 |
| Issue date: |
3/4/2024 |
| Last trading day: |
12/12/2028 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.30 |
| Parity: |
-0.56 |
| Time value: |
0.59 |
| Break-even: |
37.90 |
| Moneyness: |
0.82 |
| Premium: |
0.44 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
7.27% |
| Delta: |
0.60 |
| Theta: |
0.00 |
| Omega: |
2.68 |
| Rho: |
0.44 |
Quote data
| Open: |
0.540 |
| High: |
0.570 |
| Low: |
0.540 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.77% |
| 1 Month |
|
|
-12.70% |
| 3 Months |
|
|
-22.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.530 |
| 1M High / 1M Low: |
0.660 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.542 |
| Avg. volume 1W: |
|
40 |
| Avg. price 1M: |
|
0.582 |
| Avg. volume 1M: |
|
9.091 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
