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: |
|
- |
