HSBC WAR. CALL 12/28 BAYN
/ DE000HS57ER8
HSBC WAR. CALL 12/28 BAYN/ DE000HS57ER8 /
02/08/2024 21:37:24 |
Chg.+0.0200 |
Bid21:59:42 |
Ask21:59:42 |
Underlying |
Strike price |
Expiration date |
Option type |
0.6200EUR |
+3.33% |
0.5900 Bid Size: 20,000 |
0.6300 Ask Size: 20,000 |
BAYER AG NA O.N. |
32.00 EUR |
13/12/2028 |
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: |
13/12/2028 |
Issue date: |
04/03/2024 |
Last trading day: |
12/12/2028 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.69 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.31 |
Parity: |
-0.47 |
Time value: |
0.62 |
Break-even: |
38.20 |
Moneyness: |
0.85 |
Premium: |
0.40 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.04 |
Spread %: |
6.90% |
Delta: |
0.61 |
Theta: |
0.00 |
Omega: |
2.70 |
Rho: |
0.46 |
Quote data
Open: |
0.5700 |
High: |
0.6200 |
Low: |
0.5700 |
Previous Close: |
0.6000 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.64% |
1 Month |
|
|
+14.81% |
3 Months |
|
|
-16.22% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.6300 |
0.6000 |
1M High / 1M Low: |
0.6300 |
0.5300 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.6160 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
0.5748 |
Avg. volume 1M: |
|
0.0000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
58.66% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |