HSBC WAR. CALL 12/27 BAYN
/ DE000HS2BKM8
HSBC WAR. CALL 12/27 BAYN/ DE000HS2BKM8 /
| 02/08/2024 21:37:10 |
Chg.+0.0030 |
Bid21:59:03 |
Ask21:59:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.0690EUR |
+4.55% |
0.0570
Bid Size: 20,000 |
0.0990
Ask Size: 20,000 |
BAYER AG NA O.N. |
72.50 EUR |
15/12/2027 |
Call |
Master data
| WKN: |
HS2BKM |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.50 EUR |
| Maturity: |
15/12/2027 |
| Issue date: |
22/09/2023 |
| Last trading day: |
14/12/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
27.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.31 |
| Parity: |
-4.51 |
| Time value: |
0.10 |
| Break-even: |
73.49 |
| Moneyness: |
0.38 |
| Premium: |
1.69 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.04 |
| Spread %: |
73.68% |
| Delta: |
0.15 |
| Theta: |
0.00 |
| Omega: |
4.01 |
| Rho: |
0.10 |
Quote data
| Open: |
0.0530 |
| High: |
0.0690 |
| Low: |
0.0530 |
| Previous Close: |
0.0660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.39% |
| 1 Month |
|
|
-19.77% |
| 3 Months |
|
|
-44.35% |
| YTD |
|
|
-46.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.0710 |
0.0660 |
| 1M High / 1M Low: |
0.0860 |
0.0660 |
| 6M High / 6M Low: |
0.1390 |
0.0660 |
| High (YTD): |
10/01/2024 |
0.1460 |
| Low (YTD): |
01/08/2024 |
0.0660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.0688 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
0.0779 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
0.0975 |
| Avg. volume 6M: |
|
0.0000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
50.92% |
| Volatility 6M: |
|
55.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
