HSBC WAR. CALL 12/28 BAYN
/ DE000HS57EW8
HSBC WAR. CALL 12/28 BAYN/ DE000HS57EW8 /
| 06/09/2024 21:36:14 |
Chg.+0.0100 |
Bid21:58:42 |
Ask21:58:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.3800EUR |
+2.70% |
0.3600
Bid Size: 20,000 |
0.4000
Ask Size: 20,000 |
BAYER AG NA O.N. |
45.00 EUR |
13/12/2028 |
Call |
Master data
| WKN: |
HS57EW |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
13/12/2028 |
| Issue date: |
04/03/2024 |
| Last trading day: |
12/12/2028 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.34 |
| Parity: |
-1.61 |
| Time value: |
0.40 |
| Break-even: |
49.00 |
| Moneyness: |
0.64 |
| Premium: |
0.69 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
11.11% |
| Delta: |
0.43 |
| Theta: |
0.00 |
| Omega: |
3.09 |
| Rho: |
0.36 |
Quote data
| Open: |
0.3600 |
| High: |
0.3800 |
| Low: |
0.3600 |
| Previous Close: |
0.3700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.75% |
| 1 Month |
|
|
+35.71% |
| 3 Months |
|
|
+2.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.3800 |
0.3200 |
| 1M High / 1M Low: |
0.3800 |
0.2700 |
| 6M High / 6M Low: |
0.4700 |
0.2700 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.3480 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
0.3209 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
0.3523 |
| Avg. volume 6M: |
|
0.0000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.50% |
| Volatility 6M: |
|
79.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
