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HSBC Call 90 BAYN 16.12.2026/  DE000HG2TT76  /

Frankfurt Zert./HSBC
8/14/2024  9:35:35 PM Chg.-0.001 Bid8/14/2024 Ask8/14/2024 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 - 12/16/2026 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: 12/16/2026
Issue date: 5/4/2022
Last trading day: 12/15/2026
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     0.00%
1 Month
  -66.67%
3 Months
  -88.46%
YTD
  -89.66%
1 Year
  -98.64%
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): 5/13/2024 0.028
Low (YTD): 8/5/2024 0.001
52W High: 8/14/2023 0.220
52W Low: 8/5/2024 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:   0.040
Avg. volume 1Y:   195.313
Volatility 1M:   831.94%
Volatility 6M:   447.95%
Volatility 1Y:   392.65%
Volatility 3Y:   -