HSBC Call 90 BAYN 16.12.2026
/ DE000HG2TT76
HSBC Call 90 BAYN 16.12.2026/ DE000HG2TT76 /
14/08/2024 21:35:35 |
Chg.-0.001 |
Bid14/08/2024 |
Ask14/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.003EUR |
-25.00% |
0.003 Bid Size: 20,000 |
0.035 Ask Size: 20,000 |
BAYER AG NA O.N. |
90.00 - |
16/12/2026 |
Call |
Master data
WKN: |
HG2TT7 |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
BAYER AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 - |
Maturity: |
16/12/2026 |
Issue date: |
04/05/2022 |
Last trading day: |
15/12/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
72.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.32 |
Parity: |
-6.40 |
Time value: |
0.04 |
Break-even: |
90.36 |
Moneyness: |
0.29 |
Premium: |
2.48 |
Premium p.a.: |
0.70 |
Spread abs.: |
0.03 |
Spread %: |
800.00% |
Delta: |
0.06 |
Theta: |
0.00 |
Omega: |
4.57 |
Rho: |
0.03 |
Quote data
Open: |
0.004 |
High: |
0.010 |
Low: |
0.003 |
Previous Close: |
0.004 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-40.00% |
1 Month |
|
|
-62.50% |
3 Months |
|
|
-88.89% |
YTD |
|
|
-89.66% |
1 Year |
|
|
-98.57% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.005 |
0.003 |
1M High / 1M Low: |
0.009 |
0.001 |
6M High / 6M Low: |
0.028 |
0.001 |
High (YTD): |
13/05/2024 |
0.028 |
Low (YTD): |
05/08/2024 |
0.001 |
52W High: |
15/08/2023 |
0.210 |
52W Low: |
05/08/2024 |
0.001 |
Avg. price 1W: |
|
0.004 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.006 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.013 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.039 |
Avg. volume 1Y: |
|
195.313 |
Volatility 1M: |
|
819.55% |
Volatility 6M: |
|
449.43% |
Volatility 1Y: |
|
393.46% |
Volatility 3Y: |
|
- |