HSBC WAR. CALL 12/25 BAYN
/ DE000HG63E70
HSBC WAR. CALL 12/25 BAYN/ DE000HG63E70 /
11/10/2024 21:37:31 |
Chg.-0.0010 |
Bid21:58:02 |
Ask21:58:02 |
Underlying |
Strike price |
Expiration date |
Option type |
0.0110EUR |
-8.33% |
0.0070 Bid Size: 20,000 |
0.0260 Ask Size: 20,000 |
BAYER AG NA O.N. |
76.00 - |
17/12/2025 |
Call |
Master data
WKN: |
HG63E7 |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
BAYER AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
76.00 - |
Maturity: |
17/12/2025 |
Issue date: |
24/11/2022 |
Last trading day: |
16/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
101.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.34 |
Parity: |
-4.97 |
Time value: |
0.03 |
Break-even: |
76.26 |
Moneyness: |
0.35 |
Premium: |
1.90 |
Premium p.a.: |
1.47 |
Spread abs.: |
0.02 |
Spread %: |
271.43% |
Delta: |
0.05 |
Theta: |
0.00 |
Omega: |
5.30 |
Rho: |
0.01 |
Quote data
Open: |
0.0070 |
High: |
0.0110 |
Low: |
0.0070 |
Previous Close: |
0.0120 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-47.62% |
1 Month |
|
|
-31.25% |
3 Months |
|
|
-38.89% |
YTD |
|
|
-75.56% |
1 Year |
|
|
-88.78% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.0180 |
0.0110 |
1M High / 1M Low: |
0.0320 |
0.0110 |
6M High / 6M Low: |
0.0340 |
0.0050 |
High (YTD): |
15/01/2024 |
0.0540 |
Low (YTD): |
13/08/2024 |
0.0050 |
52W High: |
12/10/2023 |
0.0980 |
52W Low: |
13/08/2024 |
0.0050 |
Avg. price 1W: |
|
0.0146 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
0.0200 |
Avg. volume 1M: |
|
0.0000 |
Avg. price 6M: |
|
0.0217 |
Avg. volume 6M: |
|
0.0000 |
Avg. price 1Y: |
|
0.0328 |
Avg. volume 1Y: |
|
0.0000 |
Volatility 1M: |
|
267.59% |
Volatility 6M: |
|
204.67% |
Volatility 1Y: |
|
154.06% |
Volatility 3Y: |
|
- |