HSBC WAR. CALL 12/26 BAYN
/ DE000HG63F20
HSBC WAR. CALL 12/26 BAYN/ DE000HG63F20 /
09/07/2024 11:37:20 |
Chg.0.0000 |
Bid11:41:31 |
Ask11:41:31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.0460EUR |
0.00% |
0.0260 Bid Size: 50,000 |
0.0460 Ask Size: 50,000 |
BAYER AG NA O.N. |
77.00 - |
16/12/2026 |
Call |
Master data
WKN: |
HG63F2 |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
BAYER AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
77.00 - |
Maturity: |
16/12/2026 |
Issue date: |
24/11/2022 |
Last trading day: |
15/12/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
47.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.30 |
Parity: |
-5.09 |
Time value: |
0.06 |
Break-even: |
77.55 |
Moneyness: |
0.34 |
Premium: |
1.98 |
Premium p.a.: |
0.56 |
Spread abs.: |
0.03 |
Spread %: |
139.13% |
Delta: |
0.09 |
Theta: |
0.00 |
Omega: |
4.40 |
Rho: |
0.05 |
Quote data
Open: |
0.0460 |
High: |
0.0460 |
Low: |
0.0460 |
Previous Close: |
0.0460 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-6.12% |
3 Months |
|
|
+12.20% |
YTD |
|
|
-29.23% |
1 Year |
|
|
-85.16% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.0460 |
0.0460 |
1M High / 1M Low: |
0.0490 |
0.0460 |
6M High / 6M Low: |
0.0650 |
0.0380 |
High (YTD): |
15/01/2024 |
0.0650 |
Low (YTD): |
02/04/2024 |
0.0380 |
52W High: |
15/08/2023 |
0.3900 |
52W Low: |
02/04/2024 |
0.0380 |
Avg. price 1W: |
|
0.0460 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
0.0483 |
Avg. volume 1M: |
|
0.0000 |
Avg. price 6M: |
|
0.0491 |
Avg. volume 6M: |
|
0.0000 |
Avg. price 1Y: |
|
0.1302 |
Avg. volume 1Y: |
|
19.9804 |
Volatility 1M: |
|
21.65% |
Volatility 6M: |
|
46.00% |
Volatility 1Y: |
|
66.33% |
Volatility 3Y: |
|
- |