HSBC WAR. CALL 12/26 BAYN
/ DE000HG63FF3
HSBC WAR. CALL 12/26 BAYN/ DE000HG63FF3 /
01/08/2024 09:36:33 |
Chg.-0.0030 |
Bid11:08:13 |
Ask11:08:13 |
Underlying |
Strike price |
Expiration date |
Option type |
0.0160EUR |
-15.79% |
0.0170 Bid Size: 50,000 |
0.0370 Ask Size: 50,000 |
BAYER AG NA O.N. |
92.00 - |
16/12/2026 |
Call |
Master data
WKN: |
HG63FF |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
BAYER AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
92.00 - |
Maturity: |
16/12/2026 |
Issue date: |
24/11/2022 |
Last trading day: |
15/12/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
63.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.31 |
Parity: |
-6.45 |
Time value: |
0.04 |
Break-even: |
92.43 |
Moneyness: |
0.30 |
Premium: |
2.36 |
Premium p.a.: |
0.67 |
Spread abs.: |
0.03 |
Spread %: |
290.91% |
Delta: |
0.07 |
Theta: |
0.00 |
Omega: |
4.50 |
Rho: |
0.04 |
Quote data
Open: |
0.0110 |
High: |
0.0160 |
Low: |
0.0110 |
Previous Close: |
0.0190 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-52.94% |
1 Month |
|
|
-57.89% |
3 Months |
|
|
-51.52% |
YTD |
|
|
-68.63% |
1 Year |
|
|
-92.73% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.0340 |
0.0180 |
1M High / 1M Low: |
0.0380 |
0.0180 |
6M High / 6M Low: |
0.0400 |
0.0180 |
High (YTD): |
10/01/2024 |
0.0510 |
Low (YTD): |
30/07/2024 |
0.0180 |
52W High: |
15/08/2023 |
0.2300 |
52W Low: |
30/07/2024 |
0.0180 |
Avg. price 1W: |
|
0.0246 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
0.0330 |
Avg. volume 1M: |
|
0.0000 |
Avg. price 6M: |
|
0.0344 |
Avg. volume 6M: |
|
9.8425 |
Avg. price 1Y: |
|
0.0718 |
Avg. volume 1Y: |
|
14.3320 |
Volatility 1M: |
|
160.51% |
Volatility 6M: |
|
78.39% |
Volatility 1Y: |
|
78.11% |
Volatility 3Y: |
|
- |