HSBC WAR. CALL 12/28 BAYN
/ DE000HS57F08
HSBC WAR. CALL 12/28 BAYN/ DE000HS57F08 /
| 11/15/2024 8:00:55 AM |
Chg.-0.0150 |
Bid8:27:56 AM |
Ask8:27:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.1550EUR |
-8.82% |
0.1520
Bid Size: 20,000 |
0.1940
Ask Size: 20,000 |
BAYER AG NA O.N. |
55.00 EUR |
12/13/2028 |
Call |
Master data
| WKN: |
HS57F0 |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 EUR |
| Maturity: |
12/13/2028 |
| Issue date: |
3/4/2024 |
| Last trading day: |
12/12/2028 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.37 |
| Parity: |
-3.45 |
| Time value: |
0.20 |
| Break-even: |
57.00 |
| Moneyness: |
0.37 |
| Premium: |
1.78 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.04 |
| Spread %: |
26.58% |
| Delta: |
0.27 |
| Theta: |
0.00 |
| Omega: |
2.80 |
| Rho: |
0.15 |
Quote data
| Open: |
0.1550 |
| High: |
0.1550 |
| Low: |
0.1550 |
| Previous Close: |
0.1700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.55% |
| 1 Month |
|
|
-38.00% |
| 3 Months |
|
|
-10.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.1950 |
0.1260 |
| 1M High / 1M Low: |
0.2600 |
0.1260 |
| 6M High / 6M Low: |
0.3700 |
0.1260 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.1680 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
0.2220 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
0.2373 |
| Avg. volume 6M: |
|
0.0000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.85% |
| Volatility 6M: |
|
110.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
