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HSBC Call 100 BAYN 15.12.2027/  DE000HG7S5V4  /

Frankfurt Zert./HSBC
2024-05-23  6:00:35 PM Chg.-0.004 Bid2024-05-23 Ask2024-05-23 Underlying Strike price Expiration date Option type
0.031EUR -11.43% 0.031
Bid Size: 20,000		 0.073
Ask Size: 20,000		 BAYER AG NA O.N. 100.00 - 2027-12-15 Call
 

Master data

WKN: HG7S5V
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BAYER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 2027-12-15
Issue date: 2023-01-18
Last trading day: 2027-12-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 36.88
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.29
Parity: -7.16
Time value: 0.08
Break-even: 100.77
Moneyness: 0.28
Premium: 2.55
Premium p.a.: 0.43
Spread abs.: 0.04
Spread %: 120.00%
Delta: 0.11
Theta: 0.00
Omega: 3.88
Rho: 0.08
 

Quote data

Open: 0.035
High: 0.044
Low: 0.031
Previous Close: 0.035
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -34.04%
1 Month
  -38.00%
3 Months
  -6.06%
YTD
  -38.00%
1 Year
  -90.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.047 0.035
1M High / 1M Low: 0.057 0.035
6M High / 6M Low: 0.057 0.012
High (YTD): 2024-05-13 0.057
Low (YTD): 2024-03-14 0.012
52W High: 2023-05-29 0.330
52W Low: 2024-03-14 0.012
Avg. price 1W:   0.040
Avg. volume 1W:   0.000
Avg. price 1M:   0.048
Avg. volume 1M:   0.000
Avg. price 6M:   0.034
Avg. volume 6M:   0.000
Avg. price 1Y:   0.113
Avg. volume 1Y:   0.000
Volatility 1M:   110.65%
Volatility 6M:   183.34%
Volatility 1Y:   167.94%
Volatility 3Y:   -