HSBC WAR. CALL 12/28 BAYN
/ DE000HS57EV0
HSBC WAR. CALL 12/28 BAYN/ DE000HS57EV0 /
| 2024-11-14 9:37:43 PM |
Chg.+0.0500 |
Bid9:58:45 PM |
Ask9:58:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.2600EUR |
+23.81% |
0.2400
Bid Size: 20,000 |
0.2800
Ask Size: 20,000 |
BAYER AG NA O.N. |
42.00 EUR |
2028-12-13 |
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: |
2028-12-13 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2028-12-12 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.37 |
| Parity: |
-2.19 |
| Time value: |
0.23 |
| Break-even: |
44.30 |
| Moneyness: |
0.48 |
| Premium: |
1.20 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.04 |
| Spread %: |
20.42% |
| Delta: |
0.33 |
| Theta: |
0.00 |
| Omega: |
2.89 |
| Rho: |
0.18 |
Quote data
| Open: |
0.1910 |
| High: |
0.2600 |
| Low: |
0.1910 |
| Previous Close: |
0.2100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.75% |
| 1 Month |
|
|
-35.00% |
| 3 Months |
|
|
-16.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.3200 |
0.2100 |
| 1M High / 1M Low: |
0.4000 |
0.2100 |
| 6M High / 6M Low: |
0.5500 |
0.2100 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.2780 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
0.3470 |
| Avg. volume 1M: |
|
42.3913 |
| Avg. price 6M: |
|
0.3904 |
| Avg. volume 6M: |
|
21.7803 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.47% |
| Volatility 6M: |
|
86.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
