HSBC Call 48 BAYN 13.12.2028
/ DE000HS57EX6
HSBC Call 48 BAYN 13.12.2028/ DE000HS57EX6 /
| 11/10/2024 10:21:22 |
Chg.-0.090 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-22.50% |
-
Bid Size: - |
-
Ask Size: - |
BAYER AG NA O.N. |
48.00 EUR |
13/12/2028 |
Call |
Master data
| WKN: |
HS57EX |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
13/12/2028 |
| Issue date: |
04/03/2024 |
| Last trading day: |
12/12/2028 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.34 |
| Parity: |
-2.17 |
| Time value: |
0.34 |
| Break-even: |
51.40 |
| Moneyness: |
0.55 |
| Premium: |
0.96 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
9.68% |
| Delta: |
0.38 |
| Theta: |
0.00 |
| Omega: |
2.91 |
| Rho: |
0.27 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.39% |
| 1 Month |
|
|
+6.90% |
| 3 Months |
|
|
+24.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.310 |
| 1M High / 1M Low: |
0.430 |
0.270 |
| 6M High / 6M Low: |
0.430 |
0.210 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.385 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.360 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.303 |
| Avg. volume 6M: |
|
85.271 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.33% |
| Volatility 6M: |
|
110.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
