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HSBC Call 120 BAYN 16.12.2026/  DE000HE0D6E7  /

EUWAX
2024-05-13  8:09:49 AM Chg.-0.001 Bid6:11:21 PM Ask6:11:21 PM Underlying Strike price Expiration date Option type
0.008EUR -11.11% 0.009
Bid Size: 20,000		 0.041
Ask Size: 20,000		 BAYER AG NA O.N. 120.00 - 2026-12-16 Call
 

Master data

WKN: HE0D6E
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BAYER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2026-12-16
Issue date: 2022-05-31
Last trading day: 2026-12-15
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 72.39
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.29
Parity: -9.10
Time value: 0.04
Break-even: 120.40
Moneyness: 0.24
Premium: 3.16
Premium p.a.: 0.73
Spread abs.: 0.03
Spread %: 400.00%
Delta: 0.06
Theta: 0.00
Omega: 4.27
Rho: 0.03
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.009
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month  
+300.00%
3 Months  
+700.00%
YTD  
+700.00%
1 Year
  -92.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.015 0.009
1M High / 1M Low: 0.015 0.001
6M High / 6M Low: 0.015 0.001
High (YTD): 2024-05-07 0.015
Low (YTD): 2024-04-19 0.001
52W High: 2023-05-15 0.120
52W Low: 2024-04-19 0.001
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.007
Avg. volume 1M:   0.000
Avg. price 6M:   0.002
Avg. volume 6M:   927.419
Avg. price 1Y:   0.028
Avg. volume 1Y:   452.756
Volatility 1M:   1,409.64%
Volatility 6M:   942.45%
Volatility 1Y:   684.11%
Volatility 3Y:   -