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HSBC WAR. CALL 12/27 BAYN/  DE000HS0J7V3  /

gettex Zettex2
8/2/2024  9:36:24 PM Chg.+0.0090 Bid9:58:08 PM Ask9:58:08 PM Underlying Strike price Expiration date Option type
0.1960EUR +4.81% 0.1760
Bid Size: 20,000		 0.2200
Ask Size: 20,000		 BAYER AG NA O.N. 48.00 - 12/15/2027 Call
 

Master data

WKN: HS0J7V
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BAYER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 48.00 -
Maturity: 12/15/2027
Issue date: 6/15/2023
Last trading day: 12/14/2027
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.43
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.31
Parity: -2.06
Time value: 0.22
Break-even: 50.20
Moneyness: 0.57
Premium: 0.84
Premium p.a.: 0.20
Spread abs.: 0.04
Spread %: 25.00%
Delta: 0.30
Theta: 0.00
Omega: 3.72
Rho: 0.20
 

Quote data

Open: 0.1670
High: 0.1960
Low: 0.1670
Previous Close: 0.1870
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.16%
1 Month  
+7.69%
3 Months
  -32.41%
YTD
  -40.61%
1 Year
  -83.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.2000 0.1870
1M High / 1M Low: 0.2000 0.1720
6M High / 6M Low: 0.3200 0.1720
High (YTD): 1/10/2024 0.3900
Low (YTD): 7/17/2024 0.1720
52W High: 8/14/2023 1.3100
52W Low: 7/17/2024 0.1720
Avg. price 1W:   0.1946
Avg. volume 1W:   0.0000
Avg. price 1M:   0.1823
Avg. volume 1M:   0.0000
Avg. price 6M:   0.2301
Avg. volume 6M:   67.8031
Avg. price 1Y:   0.4497
Avg. volume 1Y:   242.7188
Volatility 1M:   42.55%
Volatility 6M:   92.29%
Volatility 1Y:   90.53%
Volatility 3Y:   -