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HSBC Call 77 BAYN 16.12.2026/  DE000HG63F20  /

EUWAX
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:   -