OverviewChartNewsTraderScreen

HSBC Call 95 BAYN 15.12.2027/  DE000HG7S5U6  /

EUWAX
2024-05-17  8:17:00 AM Chg.-0.006 Bid10:00:12 PM Ask10:00:12 PM Underlying Strike price Expiration date Option type
0.054EUR -10.00% -
Bid Size: -		 -
Ask Size: -		 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: 31.41
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.29
Parity: -6.64
Time value: 0.09
Break-even: 95.91
Moneyness: 0.30
Premium: 2.36
Premium p.a.: 0.40
Spread abs.: 0.04
Spread %: 85.71%
Delta: 0.12
Theta: 0.00
Omega: 3.79
Rho: 0.09
 

Quote data

Open: 0.054
High: 0.054
Low: 0.054
Previous Close: 0.060
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.90%
1 Month  
+63.64%
3 Months  
+45.95%
YTD  
+8.00%
1 Year
  -85.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.067 0.054
1M High / 1M Low: 0.067 0.033
6M High / 6M Low: 0.067 0.016
High (YTD): 2024-05-14 0.067
Low (YTD): 2024-03-15 0.016
52W High: 2023-05-29 0.360
52W Low: 2024-03-15 0.016
Avg. price 1W:   0.060
Avg. volume 1W:   0.000
Avg. price 1M:   0.057
Avg. volume 1M:   0.000
Avg. price 6M:   0.041
Avg. volume 6M:   40.323
Avg. price 1Y:   0.134
Avg. volume 1Y:   19.685
Volatility 1M:   226.40%
Volatility 6M:   288.77%
Volatility 1Y:   219.43%
Volatility 3Y:   -