HSBC Call 55 BAYN 13.12.2028
/ DE000HS57F08
HSBC Call 55 BAYN 13.12.2028/ DE000HS57F08 /
2024-10-11 9:35:25 PM |
Chg.-0.010 |
Bid2024-10-11 |
Ask2024-10-11 |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
-3.85% |
0.250 Bid Size: 20,000 |
0.280 Ask Size: 20,000 |
BAYER AG NA O.N. |
55.00 EUR |
2028-12-13 |
Call |
Master data
WKN: |
HS57F0 |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
BAYER AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 EUR |
Maturity: |
2028-12-13 |
Issue date: |
2024-03-04 |
Last trading day: |
2028-12-12 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.34 |
Parity: |
-2.82 |
Time value: |
0.29 |
Break-even: |
57.90 |
Moneyness: |
0.49 |
Premium: |
1.16 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.03 |
Spread %: |
11.54% |
Delta: |
0.32 |
Theta: |
0.00 |
Omega: |
2.99 |
Rho: |
0.24 |
Quote data
Open: |
0.250 |
High: |
0.270 |
Low: |
0.250 |
Previous Close: |
0.260 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-26.47% |
1 Month |
|
|
+19.05% |
3 Months |
|
|
+32.28% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.250 |
1M High / 1M Low: |
0.340 |
0.200 |
6M High / 6M Low: |
0.340 |
0.157 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.292 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.285 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.229 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
116.23% |
Volatility 6M: |
|
102.22% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |