HSBC Call 55 BAYN 13.12.2028
/ DE000HS57F08
HSBC Call 55 BAYN 13.12.2028/ DE000HS57F08 /
09/09/2024 21:35:37 |
Chg.0.000 |
Bid09/09/2024 |
Ask09/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
0.00% |
0.220 Bid Size: 20,000 |
0.260 Ask Size: 20,000 |
BAYER AG NA O.N. |
55.00 EUR |
13/12/2028 |
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: |
13/12/2028 |
Issue date: |
04/03/2024 |
Last trading day: |
12/12/2028 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.34 |
Parity: |
-2.61 |
Time value: |
0.26 |
Break-even: |
57.60 |
Moneyness: |
0.53 |
Premium: |
0.99 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.04 |
Spread %: |
18.18% |
Delta: |
0.31 |
Theta: |
0.00 |
Omega: |
3.42 |
Rho: |
0.27 |
Quote data
Open: |
0.230 |
High: |
0.240 |
Low: |
0.220 |
Previous Close: |
0.220 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+11.68% |
1 Month |
|
|
+34.97% |
3 Months |
|
|
-4.35% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.220 |
0.197 |
1M High / 1M Low: |
0.230 |
0.157 |
6M High / 6M Low: |
0.320 |
0.157 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.207 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.192 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.219 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
140.07% |
Volatility 6M: |
|
99.15% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |