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HSBC Call 99.382 AIR 18.12.2024/  DE000TT5ZBR3  /

Frankfurt Zert./HSBC
2024-05-10  9:35:43 PM Chg.-0.230 Bid9:53:35 PM Ask9:53:35 PM Underlying Strike price Expiration date Option type
6.400EUR -3.47% 6.420
Bid Size: 20,000		 6.480
Ask Size: 20,000		 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: 2.48
Leverage: Yes

Calculated values

Fair value: 6.31
Intrinsic value: 6.08
Implied volatility: 0.46
Historic volatility: 0.18
Parity: 6.08
Time value: 0.40
Break-even: 163.80
Moneyness: 1.61
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.06
Spread %: 0.93%
Delta: 0.94
Theta: -0.02
Omega: 2.34
Rho: 0.52
 

Quote data

Open: 6.640
High: 6.710
Low: 6.370
Previous Close: 6.630
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.66%
1 Month  
+0.47%
3 Months  
+22.14%
YTD  
+46.45%
1 Year  
+93.94%
3 Years  
+210.68%
5 Years     -
10 Years     -
1W High / 1W Low: 6.630 6.130
1M High / 1M Low: 6.740 5.800
6M High / 6M Low: 7.340 3.600
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:   6.398
Avg. volume 1W:   0.000
Avg. price 1M:   6.295
Avg. volume 1M:   0.000
Avg. price 6M:   5.360
Avg. volume 6M:   0.000
Avg. price 1Y:   4.519
Avg. volume 1Y:   7.874
Volatility 1M:   49.84%
Volatility 6M:   49.09%
Volatility 1Y:   54.05%
Volatility 3Y:   76.32%