HSBC WAR. CALL 12/28 BAYN
/ DE000HS57ER8
HSBC WAR. CALL 12/28 BAYN/ DE000HS57ER8 /
| 2024-09-09 11:35:26 AM |
Chg.-0.0100 |
Bid11:52:21 AM |
Ask11:52:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.6900EUR |
-1.43% |
0.6800
Bid Size: 50,000 |
0.7100
Ask Size: 50,000 |
BAYER AG NA O.N. |
32.00 EUR |
2028-12-13 |
Call |
Master data
| WKN: |
HS57ER |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
2028-12-13 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2028-12-12 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.34 |
| Parity: |
-0.31 |
| Time value: |
0.71 |
| Break-even: |
39.10 |
| Moneyness: |
0.90 |
| Premium: |
0.35 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
5.97% |
| Delta: |
0.65 |
| Theta: |
0.00 |
| Omega: |
2.63 |
| Rho: |
0.49 |
Quote data
| Open: |
0.6700 |
| High: |
0.6900 |
| Low: |
0.6700 |
| Previous Close: |
0.7000 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.81% |
| 1 Month |
|
|
+30.19% |
| 3 Months |
|
|
+6.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.7000 |
0.6100 |
| 1M High / 1M Low: |
0.7000 |
0.5200 |
| 6M High / 6M Low: |
0.7900 |
0.5200 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.6540 |
| Avg. volume 1W: |
|
100 |
| Avg. price 1M: |
|
0.6086 |
| Avg. volume 1M: |
|
261.8095 |
| Avg. price 6M: |
|
0.6257 |
| Avg. volume 6M: |
|
55.9843 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.76% |
| Volatility 6M: |
|
71.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
