HSBC Call 105 AIR 18.12.2024/  DE000TT5ZBS1  /

Frankfurt Zert./HSBC
7/30/2021  7:36:00 PM Chg.-0.040 Bid7:45:21 PM Ask7:45:21 PM Underlying Strike price Expiration date Option type
2.920EUR -1.35% 2.920
Bid Size: 50,000
2.960
Ask Size: 50,000
AIRBUS 105.00 EUR 12/18/2024 Call

Master data

WKN: TT5ZBS
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: AIRBUS
Type: Warrant
Option type: Call
Strike price: 105.00 EUR
Maturity: 12/18/2024
Issue date: 3/9/2021
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.85
Leverage: Yes

Calculated values

Fair value: 1.10
Intrinsic value: 1.10
Implied volatility: 0.94
Historic volatility: 0.41
Parity: 1.10
Time value: 1.91
Break-even: 135.10
Moneyness: 1.10
Premium: 0.16
Premium p.a.: 0.05
Spread abs.: 0.04
Spread %: 1.33%
Delta: 0.43
Theta: 0.00
Omega: 1.66
Rho: 0.68
 

Quote data

Open: 2.920
High: 2.960
Low: 2.810
Previous Close: 2.960
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.96%
1 Month  
+11.03%
3 Months  
+35.19%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.960 2.700
1M High / 1M Low: 2.960 2.220
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.806
Avg. volume 1W:   0.000
Avg. price 1M:   2.692
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   93.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -