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HSBC Call 50 BAYN 15.12.2027/  DE000HS0J7W1  /

Frankfurt Zert./HSBC
2024-10-11  9:35:41 PM Chg.-0.004 Bid2024-10-11 Ask2024-10-11 Underlying Strike price Expiration date Option type
0.185EUR -2.12% 0.185
Bid Size: 20,000		 0.220
Ask Size: 20,000		 BAYER AG NA O.N. 50.00 - 2027-12-15 Call
 

Master data

WKN: HS0J7W
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BAYER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2027-12-15
Issue date: 2023-06-15
Last trading day: 2027-12-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.17
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.34
Parity: -2.32
Time value: 0.22
Break-even: 52.20
Moneyness: 0.54
Premium: 0.95
Premium p.a.: 0.23
Spread abs.: 0.03
Spread %: 16.40%
Delta: 0.29
Theta: 0.00
Omega: 3.50
Rho: 0.18
 

Quote data

Open: 0.184
High: 0.200
Low: 0.181
Previous Close: 0.189
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -33.93%
1 Month  
+14.20%
3 Months  
+26.71%
YTD
  -38.33%
1 Year
  -72.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.185
1M High / 1M Low: 0.280 0.157
6M High / 6M Low: 0.280 0.119
High (YTD): 2024-01-09 0.350
Low (YTD): 2024-08-06 0.119
52W High: 2023-10-12 0.670
52W Low: 2024-08-06 0.119
Avg. price 1W:   0.227
Avg. volume 1W:   0.000
Avg. price 1M:   0.229
Avg. volume 1M:   0.000
Avg. price 6M:   0.184
Avg. volume 6M:   0.000
Avg. price 1Y:   0.239
Avg. volume 1Y:   251.988
Volatility 1M:   137.78%
Volatility 6M:   118.85%
Volatility 1Y:   120.13%
Volatility 3Y:   -