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HSBC Call 90 BAYN 15.12.2027/  DE000HG7S5T8  /

Frankfurt Zert./HSBC
2024-07-31  9:35:49 PM Chg.-0.001 Bid2024-07-31 Ask2024-07-31 Underlying Strike price Expiration date Option type
0.024EUR -4.00% 0.024
Bid Size: 20,000		 0.066
Ask Size: 20,000		 BAYER AG NA O.N. 90.00 - 2027-12-15 Call
 

Master data

WKN: HG7S5T
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BAYER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2027-12-15
Issue date: 2023-01-18
Last trading day: 2027-12-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 41.19
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.31
Parity: -6.24
Time value: 0.07
Break-even: 90.67
Moneyness: 0.31
Premium: 2.29
Premium p.a.: 0.42
Spread abs.: 0.04
Spread %: 168.00%
Delta: 0.10
Theta: 0.00
Omega: 4.11
Rho: 0.07
 

Quote data

Open: 0.026
High: 0.036
Low: 0.024
Previous Close: 0.025
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month
  -31.43%
3 Months
  -60.00%
YTD
  -64.18%
1 Year
  -92.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.025 0.022
1M High / 1M Low: 0.033 0.020
6M High / 6M Low: 0.072 0.020
High (YTD): 2024-05-13 0.072
Low (YTD): 2024-07-16 0.020
52W High: 2023-08-14 0.340
52W Low: 2024-07-16 0.020
Avg. price 1W:   0.024
Avg. volume 1W:   0.000
Avg. price 1M:   0.025
Avg. volume 1M:   0.000
Avg. price 6M:   0.039
Avg. volume 6M:   78.740
Avg. price 1Y:   0.095
Avg. volume 1Y:   39.063
Volatility 1M:   155.93%
Volatility 6M:   153.29%
Volatility 1Y:   152.67%
Volatility 3Y:   -