HSBC Call 77 BAYN 16.12.2026
/ DE000HG63F20
HSBC Call 77 BAYN 16.12.2026/ DE000HG63F20 /
2024-08-02 8:23:17 AM |
Chg.-0.002 |
Bid10:00:09 PM |
Ask10:00:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.021EUR |
-8.70% |
- Bid Size: - |
- Ask Size: - |
BAYER AG NA O.N. |
77.00 - |
2026-12-16 |
Call |
Master data
WKN: |
HG63F2 |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
BAYER AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
77.00 - |
Maturity: |
2026-12-16 |
Issue date: |
2022-11-24 |
Last trading day: |
2026-12-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
50.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.31 |
Parity: |
-4.96 |
Time value: |
0.05 |
Break-even: |
77.54 |
Moneyness: |
0.36 |
Premium: |
1.83 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.03 |
Spread %: |
145.45% |
Delta: |
0.09 |
Theta: |
0.00 |
Omega: |
4.59 |
Rho: |
0.05 |
Quote data
Open: |
0.021 |
High: |
0.021 |
Low: |
0.021 |
Previous Close: |
0.023 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.70% |
1 Month |
|
|
-27.59% |
3 Months |
|
|
-57.14% |
YTD |
|
|
-52.27% |
1 Year |
|
|
-93.44% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.025 |
0.021 |
1M High / 1M Low: |
0.029 |
0.018 |
6M High / 6M Low: |
0.057 |
0.013 |
High (YTD): |
2024-05-02 |
0.057 |
Low (YTD): |
2024-03-05 |
0.013 |
52W High: |
2023-08-14 |
0.370 |
52W Low: |
2024-03-05 |
0.013 |
Avg. price 1W: |
|
0.023 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.022 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.029 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.086 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
175.69% |
Volatility 6M: |
|
240.61% |
Volatility 1Y: |
|
212.00% |
Volatility 3Y: |
|
- |