HSBC WAR. CALL 12/27 BAYN
/ DE000HS2BKL0
HSBC WAR. CALL 12/27 BAYN/ DE000HS2BKL0 /
| 8/2/2024 9:36:29 PM |
Chg.+0.0050 |
Bid9:59:03 PM |
Ask9:59:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.0840EUR |
+6.33% |
0.0700
Bid Size: 20,000 |
0.1120
Ask Size: 20,000 |
BAYER AG NA O.N. |
67.50 EUR |
12/15/2027 |
Call |
Master data
| WKN: |
HS2BKL |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
67.50 EUR |
| Maturity: |
12/15/2027 |
| Issue date: |
9/22/2023 |
| Last trading day: |
12/14/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
24.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.31 |
| Parity: |
-4.01 |
| Time value: |
0.11 |
| Break-even: |
68.62 |
| Moneyness: |
0.41 |
| Premium: |
1.51 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.04 |
| Spread %: |
60.00% |
| Delta: |
0.16 |
| Theta: |
0.00 |
| Omega: |
3.99 |
| Rho: |
0.11 |
Quote data
| Open: |
0.0650 |
| High: |
0.0840 |
| Low: |
0.0650 |
| Previous Close: |
0.0790 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.55% |
| 1 Month |
|
|
-13.40% |
| 3 Months |
|
|
-41.67% |
| YTD |
|
|
-45.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.0840 |
0.0790 |
| 1M High / 1M Low: |
0.0970 |
0.0790 |
| 6M High / 6M Low: |
0.1620 |
0.0790 |
| High (YTD): |
1/10/2024 |
0.1750 |
| Low (YTD): |
8/1/2024 |
0.0790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.0826 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
0.0893 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
0.1127 |
| Avg. volume 6M: |
|
0.0000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
40.51% |
| Volatility 6M: |
|
58.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
