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HSBC Call 95 BAYN 15.12.2027/  DE000HG7S5U6  /

Frankfurt Zert./HSBC
2024-05-30  7:00:56 PM Chg.+0.004 Bid2024-05-30 Ask2024-05-30 Underlying Strike price Expiration date Option type
0.039EUR +11.43% 0.039
Bid Size: 20,000		 0.081
Ask Size: 20,000		 BAYER AG NA O.N. 95.00 - 2027-12-15 Call
 

Master data

WKN: HG7S5U
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BAYER AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 2027-12-15
Issue date: 2023-01-18
Last trading day: 2027-12-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 34.97
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.30
Parity: -6.81
Time value: 0.08
Break-even: 95.77
Moneyness: 0.28
Premium: 2.56
Premium p.a.: 0.43
Spread abs.: 0.04
Spread %: 120.00%
Delta: 0.11
Theta: 0.00
Omega: 3.82
Rho: 0.08
 

Quote data

Open: 0.033
High: 0.049
Low: 0.033
Previous Close: 0.035
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.43%
1 Month
  -26.42%
3 Months  
+44.44%
YTD
  -32.76%
1 Year
  -88.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.041 0.035
1M High / 1M Low: 0.064 0.035
6M High / 6M Low: 0.064 0.016
High (YTD): 2024-05-13 0.064
Low (YTD): 2024-03-14 0.016
52W High: 2023-05-30 0.340
52W Low: 2024-03-14 0.016
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.050
Avg. volume 1M:   0.000
Avg. price 6M:   0.040
Avg. volume 6M:   0.000
Avg. price 1Y:   0.124
Avg. volume 1Y:   0.000
Volatility 1M:   128.18%
Volatility 6M:   165.35%
Volatility 1Y:   155.47%
Volatility 3Y:   -