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HSBC WAR. CALL 12/27 BAYN/  DE000HG7S5W2  /

gettex
9/6/2024  9:37:22 PM Chg.-0.0040 Bid9:58:38 PM Ask9:58:38 PM Underlying Strike price Expiration date Option type
0.0250EUR -13.79% 0.0150
Bid Size: 20,000		 0.0570
Ask Size: 20,000		 BAYER AG NA O.N. 105.00 - 12/15/2027 Call
 

Master data

WKN: HG7S5W
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BAYER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 12/15/2027
Issue date: 1/18/2023
Last trading day: 12/14/2027
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 50.72
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.34
Parity: -7.61
Time value: 0.06
Break-even: 105.57
Moneyness: 0.28
Premium: 2.65
Premium p.a.: 0.49
Spread abs.: 0.04
Spread %: 280.00%
Delta: 0.08
Theta: 0.00
Omega: 4.15
Rho: 0.06
 

Quote data

Open: 0.0130
High: 0.0250
Low: 0.0130
Previous Close: 0.0290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+38.89%
1 Month  
+31.58%
3 Months
  -56.90%
YTD
  -57.63%
1 Year
  -88.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.0290 0.0180
1M High / 1M Low: 0.0290 0.0170
6M High / 6M Low: 0.0670 0.0170
High (YTD): 5/20/2024 0.0670
Low (YTD): 8/28/2024 0.0170
52W High: 9/12/2023 0.2100
52W Low: 8/28/2024 0.0170
Avg. price 1W:   0.0226
Avg. volume 1W:   0.0000
Avg. price 1M:   0.0202
Avg. volume 1M:   0.0000
Avg. price 6M:   0.0444
Avg. volume 6M:   0.0000
Avg. price 1Y:   0.0635
Avg. volume 1Y:   0.0000
Volatility 1M:   195.37%
Volatility 6M:   112.58%
Volatility 1Y:   88.07%
Volatility 3Y:   -