HSBC Call 42 BAYN 13.12.2028
/ DE000HS57EV0
HSBC Call 42 BAYN 13.12.2028/ DE000HS57EV0 /
02/08/2024 08:37:02 |
Chg.-0.010 |
Bid22:00:09 |
Ask22:00:09 |
Underlying |
Strike price |
Expiration date |
Option type |
0.350EUR |
-2.78% |
- Bid Size: - |
- Ask Size: - |
BAYER AG NA O.N. |
42.00 EUR |
13/12/2028 |
Call |
Master data
WKN: |
HS57EV |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
BAYER AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
42.00 EUR |
Maturity: |
13/12/2028 |
Issue date: |
04/03/2024 |
Last trading day: |
12/12/2028 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.44 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.31 |
Parity: |
-1.47 |
Time value: |
0.40 |
Break-even: |
46.00 |
Moneyness: |
0.65 |
Premium: |
0.69 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.04 |
Spread %: |
11.11% |
Delta: |
0.44 |
Theta: |
0.00 |
Omega: |
3.02 |
Rho: |
0.35 |
Quote data
Open: |
0.350 |
High: |
0.350 |
Low: |
0.350 |
Previous Close: |
0.360 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.41% |
1 Month |
|
|
+16.67% |
3 Months |
|
|
-23.91% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.360 |
1M High / 1M Low: |
0.380 |
0.300 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.370 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.339 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
81.68% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |