HSBC WAR. CALL 12/28 BAYN
/ DE000HS57ET4
HSBC WAR. CALL 12/28 BAYN/ DE000HS57ET4 /
9/6/2024 9:36:23 PM |
Chg.+0.0100 |
Bid9:59:04 PM |
Ask9:59:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.5200EUR |
+1.96% |
0.4900 Bid Size: 20,000 |
0.5300 Ask Size: 20,000 |
BAYER AG NA O.N. |
38.00 EUR |
12/13/2028 |
Call |
Master data
WKN: |
HS57ET |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
BAYER AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
38.00 EUR |
Maturity: |
12/13/2028 |
Issue date: |
3/4/2024 |
Last trading day: |
12/12/2028 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.66 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.34 |
Parity: |
-0.91 |
Time value: |
0.53 |
Break-even: |
43.30 |
Moneyness: |
0.76 |
Premium: |
0.50 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.04 |
Spread %: |
8.16% |
Delta: |
0.53 |
Theta: |
0.00 |
Omega: |
2.90 |
Rho: |
0.43 |
Quote data
Open: |
0.4900 |
High: |
0.5200 |
Low: |
0.4900 |
Previous Close: |
0.5100 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.56% |
1 Month |
|
|
+30.00% |
3 Months |
|
|
+4.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.5200 |
0.4500 |
1M High / 1M Low: |
0.5300 |
0.3800 |
6M High / 6M Low: |
0.6100 |
0.3800 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.4820 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
0.4500 |
Avg. volume 1M: |
|
0.0000 |
Avg. price 6M: |
|
0.4747 |
Avg. volume 6M: |
|
29.7031 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
142.07% |
Volatility 6M: |
|
76.73% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |