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HSBC Call 90 BAYN 15.12.2027/  DE000HG7S5T8  /

EUWAX
17/09/2024  08:15:55 Chg.-0.002 Bid16:18:45 Ask16:18:45 Underlying Strike price Expiration date Option type
0.024EUR -7.69% 0.037
Bid Size: 50,000		 0.063
Ask Size: 50,000		 BAYER AG NA O.N. 90.00 - 15/12/2027 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: 15/12/2027
Issue date: 18/01/2023
Last trading day: 14/12/2027
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 40.47
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.34
Parity: -6.33
Time value: 0.07
Break-even: 90.66
Moneyness: 0.30
Premium: 2.39
Premium p.a.: 0.46
Spread abs.: 0.04
Spread %: 175.00%
Delta: 0.10
Theta: 0.00
Omega: 4.01
Rho: 0.06
 

Quote data

Open: 0.024
High: 0.024
Low: 0.024
Previous Close: 0.026
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month  
+4.35%
3 Months
  -33.33%
YTD
  -60.00%
1 Year
  -91.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.026 0.020
1M High / 1M Low: 0.034 0.015
6M High / 6M Low: 0.076 0.002
High (YTD): 14/05/2024 0.076
Low (YTD): 05/08/2024 0.002
52W High: 20/09/2023 0.260
52W Low: 05/08/2024 0.002
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.021
Avg. volume 1M:   0.000
Avg. price 6M:   0.035
Avg. volume 6M:   156.250
Avg. price 1Y:   0.058
Avg. volume 1Y:   78.431
Volatility 1M:   236.69%
Volatility 6M:   1,003.06%
Volatility 1Y:   724.42%
Volatility 3Y:   -