HSBC Call 38 BAYN 13.12.2028
/ DE000HS57ET4
HSBC Call 38 BAYN 13.12.2028/ DE000HS57ET4 /
| 2024-09-09 11:50:54 AM |
Chg.+0.020 |
Bid11:52:18 AM |
Ask11:52:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+4.08% |
0.500
Bid Size: 50,000 |
0.530
Ask Size: 50,000 |
BAYER AG NA O.N. |
38.00 EUR |
2028-12-13 |
Call |
Master data
| WKN: |
HS57ET |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 EUR |
| Maturity: |
2028-12-13 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2028-12-12 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.34 |
| Parity: |
-0.91 |
| Time value: |
0.53 |
| Break-even: |
43.30 |
| Moneyness: |
0.76 |
| Premium: |
0.50 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
8.16% |
| Delta: |
0.53 |
| Theta: |
0.00 |
| Omega: |
2.90 |
| Rho: |
0.43 |
Quote data
| Open: |
0.490 |
| High: |
0.510 |
| Low: |
0.490 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.33% |
| 1 Month |
|
|
+37.84% |
| 3 Months |
|
|
+8.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.440 |
| 1M High / 1M Low: |
0.500 |
0.360 |
| 6M High / 6M Low: |
0.590 |
0.360 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.464 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.434 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.453 |
| Avg. volume 6M: |
|
47.244 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.31% |
| Volatility 6M: |
|
79.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
