HSBC Call 48 BAYN 13.12.2023/  DE000TR76A23  /

EUWAX
11/28/2022  8:28:06 AM Chg.-0.02 Bid11:15:11 AM Ask11:15:11 AM Underlying Strike price Expiration date Option type
1.01EUR -1.94% 1.03
Bid Size: 50,000
1.05
Ask Size: 50,000
BAYER AG NA O.N. 48.00 - 12/13/2023 Call

Master data

WKN: TR76A2
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BAYER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 48.00 -
Maturity: 12/13/2023
Issue date: 6/19/2019
Last trading day: 12/12/2023
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.18
Leverage: Yes

Calculated values

Fair value: 4.50
Intrinsic value: 0.75
Implied volatility: -
Historic volatility: 0.30
Parity: 0.75
Time value: 0.33
Break-even: 58.70
Moneyness: 1.16
Premium: 0.06
Premium p.a.: 0.06
Spread abs.: 0.04
Spread %: 3.74%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.01
High: 1.01
Low: 1.01
Previous Close: 1.03
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.60%
1 Month  
+23.17%
3 Months
  -4.72%
YTD  
+106.12%
1 Year  
+124.44%
3 Years
  -55.51%
5 Years     -
1W High / 1W Low: 1.03 0.93
1M High / 1M Low: 1.03 0.69
6M High / 6M Low: 2.11 0.59
High (YTD): 6/2/2022 2.11
Low (YTD): 1/4/2022 0.54
52W High: 6/2/2022 2.11
52W Low: 12/1/2021 0.42
Avg. price 1W:   0.98
Avg. volume 1W:   0.00
Avg. price 1M:   0.90
Avg. volume 1M:   0.00
Avg. price 6M:   1.11
Avg. volume 6M:   3,301.51
Avg. price 1Y:   1.11
Avg. volume 1Y:   2,330.81
Volatility 1M:   151.18%
Volatility 6M:   124.05%
Volatility 1Y:   122.28%
Volatility 3Y:   107.93%