HSBC Call 90 BAYN 15.12.2027
/ DE000HG7S5T8
HSBC Call 90 BAYN 15.12.2027/ DE000HG7S5T8 /
10/10/2024 3:21:10 PM |
Chg.-0.005 |
Bid3:24:07 PM |
Ask3:24:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.056EUR |
-8.20% |
0.056 Bid Size: 50,000 |
0.076 Ask Size: 50,000 |
BAYER AG NA O.N. |
90.00 - |
12/15/2027 |
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: |
12/15/2027 |
Issue date: |
1/18/2023 |
Last trading day: |
12/14/2027 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
28.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.34 |
Parity: |
-6.28 |
Time value: |
0.09 |
Break-even: |
90.94 |
Moneyness: |
0.30 |
Premium: |
2.34 |
Premium p.a.: |
0.46 |
Spread abs.: |
0.03 |
Spread %: |
51.61% |
Delta: |
0.13 |
Theta: |
0.00 |
Omega: |
3.67 |
Rho: |
0.08 |
Quote data
Open: |
0.061 |
High: |
0.076 |
Low: |
0.055 |
Previous Close: |
0.061 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-40.43% |
1 Month |
|
|
+124.00% |
3 Months |
|
|
+100.00% |
YTD |
|
|
-16.42% |
1 Year |
|
|
-65.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.097 |
0.061 |
1M High / 1M Low: |
0.097 |
0.024 |
6M High / 6M Low: |
0.097 |
0.013 |
High (YTD): |
10/7/2024 |
0.097 |
Low (YTD): |
8/6/2024 |
0.013 |
52W High: |
10/11/2023 |
0.170 |
52W Low: |
8/6/2024 |
0.013 |
Avg. price 1W: |
|
0.089 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.052 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.038 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.049 |
Avg. volume 1Y: |
|
39.063 |
Volatility 1M: |
|
326.78% |
Volatility 6M: |
|
209.49% |
Volatility 1Y: |
|
194.53% |
Volatility 3Y: |
|
- |