HSBC WAR. CALL 12/28 BAYN
/ DE000HS57EY4
HSBC WAR. CALL 12/28 BAYN/ DE000HS57EY4 /
9/17/2024 9:36:08 PM |
Chg.+0.0100 |
Bid9:58:52 PM |
Ask9:58:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.2700EUR |
+3.85% |
0.2600 Bid Size: 20,000 |
0.3000 Ask Size: 20,000 |
BAYER AG NA O.N. |
50.00 EUR |
12/13/2028 |
Call |
Master data
WKN: |
HS57EY |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
BAYER AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 EUR |
Maturity: |
12/13/2028 |
Issue date: |
3/4/2024 |
Last trading day: |
12/12/2028 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.34 |
Parity: |
-2.33 |
Time value: |
0.28 |
Break-even: |
52.80 |
Moneyness: |
0.53 |
Premium: |
0.98 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.04 |
Spread %: |
16.67% |
Delta: |
0.34 |
Theta: |
0.00 |
Omega: |
3.20 |
Rho: |
0.26 |
Quote data
Open: |
0.2400 |
High: |
0.2700 |
Low: |
0.2400 |
Previous Close: |
0.2600 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-10.00% |
3 Months |
|
|
-3.57% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.2700 |
0.2600 |
1M High / 1M Low: |
0.3000 |
0.2400 |
6M High / 6M Low: |
0.4000 |
0.2100 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.2640 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
0.2650 |
Avg. volume 1M: |
|
0.0000 |
Avg. price 6M: |
|
0.2880 |
Avg. volume 6M: |
|
11.0698 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
75.24% |
Volatility 6M: |
|
84.33% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |