HSBC WAR. CALL 12/25 BAYN
/ DE000HG2TSZ9
HSBC WAR. CALL 12/25 BAYN/ DE000HG2TSZ9 /
2024-07-31 9:36:58 PM |
Chg.0.0000 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.0090EUR |
0.00% |
0.0020 Bid Size: 20,000 |
0.0240 Ask Size: 20,000 |
BAYER AG NA O.N. |
92.00 - |
2025-12-17 |
Call |
Master data
WKN: |
HG2TSZ |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
BAYER AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
92.00 - |
Maturity: |
2025-12-17 |
Issue date: |
2022-05-04 |
Last trading day: |
2025-12-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
110.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.31 |
Parity: |
-6.44 |
Time value: |
0.03 |
Break-even: |
92.25 |
Moneyness: |
0.30 |
Premium: |
2.34 |
Premium p.a.: |
1.40 |
Spread abs.: |
0.02 |
Spread %: |
733.33% |
Delta: |
0.05 |
Theta: |
0.00 |
Omega: |
5.07 |
Rho: |
0.01 |
Quote data
Open: |
0.0030 |
High: |
0.0090 |
Low: |
0.0030 |
Previous Close: |
0.0090 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-40.00% |
1 Month |
|
|
-43.75% |
3 Months |
|
|
-47.06% |
YTD |
|
|
-70.00% |
1 Year |
|
|
-91.82% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.0150 |
0.0090 |
1M High / 1M Low: |
0.0160 |
0.0090 |
6M High / 6M Low: |
0.0260 |
0.0090 |
High (YTD): |
2024-01-17 |
0.0300 |
Low (YTD): |
2024-07-30 |
0.0090 |
52W High: |
2023-08-18 |
0.1100 |
52W Low: |
2024-07-30 |
0.0090 |
Avg. price 1W: |
|
0.0126 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
0.0147 |
Avg. volume 1M: |
|
0.0000 |
Avg. price 6M: |
|
0.0177 |
Avg. volume 6M: |
|
1,181.1024 |
Avg. price 1Y: |
|
0.0365 |
Avg. volume 1Y: |
|
1,484.3750 |
Volatility 1M: |
|
138.62% |
Volatility 6M: |
|
74.26% |
Volatility 1Y: |
|
61.23% |
Volatility 3Y: |
|
- |