HSBC WAR. CALL 12/27 BAYN
/ DE000HS2BKL0
HSBC WAR. CALL 12/27 BAYN/ DE000HS2BKL0 /
| 9/9/2024 5:36:14 PM |
Chg.-0.0030 |
Bid6:36:42 PM |
Ask6:36:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.0820EUR |
-3.53% |
0.0670
Bid Size: 20,000 |
0.1090
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: |
25.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.34 |
| Parity: |
-3.86 |
| Time value: |
0.11 |
| Break-even: |
68.64 |
| Moneyness: |
0.43 |
| Premium: |
1.37 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.04 |
| Spread %: |
58.33% |
| Delta: |
0.16 |
| Theta: |
0.00 |
| Omega: |
4.15 |
| Rho: |
0.12 |
Quote data
| Open: |
0.0720 |
| High: |
0.0820 |
| Low: |
0.0720 |
| Previous Close: |
0.0850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.89% |
| 1 Month |
|
|
+18.84% |
| 3 Months |
|
|
-28.70% |
| YTD |
|
|
-46.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.0850 |
0.0720 |
| 1M High / 1M Low: |
0.0910 |
0.0640 |
| 6M High / 6M Low: |
0.1620 |
0.0640 |
| High (YTD): |
1/10/2024 |
0.1750 |
| Low (YTD): |
8/13/2024 |
0.0640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.0786 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
0.0742 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
0.1042 |
| Avg. volume 6M: |
|
0.0000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.53% |
| Volatility 6M: |
|
80.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
