HSBC WAR. CALL 12/28 BAYN
/ DE000HS57EZ1
HSBC WAR. CALL 12/28 BAYN/ DE000HS57EZ1 /
| 09/09/2024 11:37:26 |
Chg.-0.0100 |
Bid12:19:38 |
Ask12:19:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.2700EUR |
-3.57% |
0.2700
Bid Size: 50,000 |
0.3000
Ask Size: 50,000 |
BAYER AG NA O.N. |
52.00 EUR |
13/12/2028 |
Call |
Master data
| WKN: |
HS57EZ |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 EUR |
| Maturity: |
13/12/2028 |
| Issue date: |
04/03/2024 |
| Last trading day: |
12/12/2028 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.34 |
| Parity: |
-2.31 |
| Time value: |
0.30 |
| Break-even: |
55.00 |
| Moneyness: |
0.56 |
| Premium: |
0.90 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.04 |
| Spread %: |
15.38% |
| Delta: |
0.34 |
| Theta: |
0.00 |
| Omega: |
3.30 |
| Rho: |
0.29 |
Quote data
| Open: |
0.2600 |
| High: |
0.2700 |
| Low: |
0.2600 |
| Previous Close: |
0.2800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.39% |
| 1 Month |
|
|
+28.57% |
| 3 Months |
|
|
-6.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.2800 |
0.2300 |
| 1M High / 1M Low: |
0.2800 |
0.1930 |
| 6M High / 6M Low: |
0.3800 |
0.1930 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.2540 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
0.2352 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
0.2683 |
| Avg. volume 6M: |
|
0.0000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.82% |
| Volatility 6M: |
|
82.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
