HSBC WAR. CALL 12/28 BAYN/  DE000HS57EV0  /

gettex Zettex2
02/08/2024  15:35:39 Chg.+0.0100 Bid19:28:19 Ask19:28:19 Underlying Strike price Expiration date Option type
0.3900EUR +2.63% 0.3600
Bid Size: 20,000
0.4000
Ask Size: 20,000
BAYER AG NA O.N. 42.00 EUR 13/12/2028 Call
 

Master data

WKN: HS57EV
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BAYER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 42.00 EUR
Maturity: 13/12/2028
Issue date: 04/03/2024
Last trading day: 12/12/2028
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.82
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.31
Parity: -1.47
Time value: 0.40
Break-even: 46.00
Moneyness: 0.65
Premium: 0.69
Premium p.a.: 0.13
Spread abs.: 0.04
Spread %: 11.11%
Delta: 0.44
Theta: 0.00
Omega: 3.02
Rho: 0.35
 

Quote data

Open: 0.3500
High: 0.3900
Low: 0.3500
Previous Close: 0.3800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.63%
1 Month  
+14.71%
3 Months
  -20.41%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.3900 0.3800
1M High / 1M Low: 0.3900 0.3400
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.3860
Avg. volume 1W:   0.0000
Avg. price 1M:   0.3596
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   38.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -