OverviewChartNewsTraderScreen

HSBC Call 69 BAYN 15.12.2027/  DE000HS2BU78  /

Frankfurt Zert./HSBC
2024-10-11  9:35:39 PM Chg.-0.005 Bid9:58:03 PM Ask9:58:03 PM Underlying Strike price Expiration date Option type
0.091EUR -5.21% 0.091
Bid Size: 20,000		 0.123
Ask Size: 20,000		 BAYER AG NA O.N. 69.00 EUR 2027-12-15 Call
 

Master data

WKN: HS2BU7
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BAYER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 69.00 EUR
Maturity: 2027-12-15
Issue date: 2023-09-22
Last trading day: 2027-12-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 20.91
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.34
Parity: -4.22
Time value: 0.13
Break-even: 70.28
Moneyness: 0.39
Premium: 1.63
Premium p.a.: 0.35
Spread abs.: 0.03
Spread %: 33.33%
Delta: 0.18
Theta: 0.00
Omega: 3.67
Rho: 0.11
 

Quote data

Open: 0.093
High: 0.110
Low: 0.091
Previous Close: 0.096
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -42.04%
1 Month  
+31.88%
3 Months  
+49.18%
YTD
  -35.00%
1 Year
  -71.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.155 0.091
1M High / 1M Low: 0.157 0.067
6M High / 6M Low: 0.157 0.048
High (YTD): 2024-10-04 0.157
Low (YTD): 2024-08-06 0.048
52W High: 2023-10-12 0.320
52W Low: 2024-08-06 0.048
Avg. price 1W:   0.121
Avg. volume 1W:   0.000
Avg. price 1M:   0.110
Avg. volume 1M:   0.000
Avg. price 6M:   0.084
Avg. volume 6M:   0.000
Avg. price 1Y:   0.107
Avg. volume 1Y:   0.000
Volatility 1M:   180.76%
Volatility 6M:   129.29%
Volatility 1Y:   134.89%
Volatility 3Y:   -