HSBC Call 20 BAYN 19.03.2025
/ DE000HT0WZ60
HSBC Call 20 BAYN 19.03.2025/ DE000HT0WZ60 /
| 1/24/2025 9:35:36 PM |
Chg.-0.015 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.185EUR |
-7.50% |
0.187
Bid Size: 20,000 |
0.200
Ask Size: 20,000 |
BAYER AG NA O.N. |
20.00 EUR |
3/19/2025 |
Call |
Master data
| WKN: |
HT0WZ6 |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
3/19/2025 |
| Issue date: |
11/21/2024 |
| Last trading day: |
3/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.33 |
| Parity: |
0.09 |
| Time value: |
0.11 |
| Break-even: |
22.00 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
6.95% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
6.68 |
| Rho: |
0.02 |
Quote data
| Open: |
0.199 |
| High: |
0.220 |
| Low: |
0.184 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.90% |
| 1 Month |
|
|
+79.61% |
| 3 Months |
|
|
- |
| YTD |
|
|
+56.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.185 |
| 1M High / 1M Low: |
0.230 |
0.096 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/21/2025 |
0.230 |
| Low (YTD): |
1/3/2025 |
0.096 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.205 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.159 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
257.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |