HSBC Call 55 BAYN 13.12.2028
/ DE000HS57F08
HSBC Call 55 BAYN 13.12.2028/ DE000HS57F08 /
| 2024-11-15 9:35:34 PM |
Chg.-0.006 |
Bid2024-11-15 |
Ask2024-11-15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.151EUR |
-3.82% |
0.151
Bid Size: 20,000 |
0.193
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: |
10.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.37 |
| Parity: |
-3.45 |
| Time value: |
0.20 |
| Break-even: |
57.00 |
| Moneyness: |
0.37 |
| Premium: |
1.78 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.04 |
| Spread %: |
26.58% |
| Delta: |
0.27 |
| Theta: |
0.00 |
| Omega: |
2.80 |
| Rho: |
0.15 |
Quote data
| Open: |
0.155 |
| High: |
0.163 |
| Low: |
0.150 |
| Previous Close: |
0.157 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.20% |
| 1 Month |
|
|
-39.60% |
| 3 Months |
|
|
-12.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.185 |
0.112 |
| 1M High / 1M Low: |
0.250 |
0.112 |
| 6M High / 6M Low: |
0.340 |
0.112 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.151 |
| Avg. volume 1W: |
|
100 |
| Avg. price 1M: |
|
0.210 |
| Avg. volume 1M: |
|
21.739 |
| Avg. price 6M: |
|
0.219 |
| Avg. volume 6M: |
|
3.788 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.05% |
| Volatility 6M: |
|
127.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
