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HSBC Call 105 BAYN 15.12.2027/  DE000HG7S5W2  /

Frankfurt Zert./HSBC
2024-05-24  9:35:37 PM Chg.0.000 Bid2024-05-24 Ask2024-05-24 Underlying Strike price Expiration date Option type
0.028EUR 0.00% 0.028
Bid Size: 20,000		 0.070
Ask Size: 20,000		 BAYER AG NA O.N. 105.00 - 2027-12-15 Call
 

Master data

WKN: HG7S5W
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BAYER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 2027-12-15
Issue date: 2023-01-18
Last trading day: 2027-12-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 39.47
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.29
Parity: -7.74
Time value: 0.07
Break-even: 105.70
Moneyness: 0.26
Premium: 2.83
Premium p.a.: 0.46
Spread abs.: 0.04
Spread %: 150.00%
Delta: 0.10
Theta: 0.00
Omega: 3.84
Rho: 0.07
 

Quote data

Open: 0.027
High: 0.036
Low: 0.027
Previous Close: 0.028
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -41.67%
3 Months  
+3.70%
YTD
  -34.88%
1 Year
  -90.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.036 0.028
1M High / 1M Low: 0.053 0.028
6M High / 6M Low: 0.053 0.009
High (YTD): 2024-05-13 0.053
Low (YTD): 2024-03-05 0.009
52W High: 2023-05-29 0.280
52W Low: 2024-03-05 0.009
Avg. price 1W:   0.031
Avg. volume 1W:   0.000
Avg. price 1M:   0.043
Avg. volume 1M:   0.000
Avg. price 6M:   0.030
Avg. volume 6M:   403.226
Avg. price 1Y:   0.093
Avg. volume 1Y:   745.098
Volatility 1M:   106.82%
Volatility 6M:   199.13%
Volatility 1Y:   187.15%
Volatility 3Y:   -