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HSBC Call 99.382 AIR 18.12.2024/  DE000TT5ZBR3  /

Frankfurt Zert./HSBC
2024-05-02  3:50:33 PM Chg.-0.060 Bid3:53:37 PM Ask3:53:37 PM Underlying Strike price Expiration date Option type
5.790EUR -1.03% 5.800
Bid Size: 50,000		 5.840
Ask Size: 50,000		 AIRBUS 99.382 EUR 2024-12-18 Call
 

Master data

WKN: TT5ZBR
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: AIRBUS
Type: Warrant
Option type: Call
Strike price: 99.38 EUR
Maturity: 2024-12-18
Issue date: 2021-03-09
Last trading day: 2024-12-17
Ratio: 9.94:1
Exercise type: American
Quanto: -
Gearing: 2.63
Leverage: Yes

Calculated values

Fair value: 5.80
Intrinsic value: 5.56
Implied volatility: 0.39
Historic volatility: 0.18
Parity: 5.56
Time value: 0.35
Break-even: 158.13
Moneyness: 1.56
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.06
Spread %: 1.03%
Delta: 0.95
Theta: -0.02
Omega: 2.51
Rho: 0.56
 

Quote data

Open: 5.890
High: 5.890
Low: 5.760
Previous Close: 5.850
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.34%
1 Month
  -16.33%
3 Months  
+10.50%
YTD  
+32.49%
1 Year  
+57.77%
3 Years  
+152.84%
5 Years     -
1W High / 1W Low: 6.140 5.850
1M High / 1M Low: 7.190 5.850
6M High / 6M Low: 7.340 3.340
High (YTD): 2024-03-27 7.340
Low (YTD): 2024-01-03 4.100
52W High: 2024-03-27 7.340
52W Low: 2023-10-20 2.960
Avg. price 1W:   5.990
Avg. volume 1W:   0.000
Avg. price 1M:   6.521
Avg. volume 1M:   0.000
Avg. price 6M:   5.206
Avg. volume 6M:   0.000
Avg. price 1Y:   4.437
Avg. volume 1Y:   7.843
Volatility 1M:   53.37%
Volatility 6M:   49.58%
Volatility 1Y:   54.27%
Volatility 3Y:   76.56%