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HSBC Call 104.351 AIR 18.12.2024/  DE000TT5ZBS1  /

Frankfurt Zert./HSBC
2024-05-13  9:35:42 PM Chg.-0.260 Bid2024-05-13 Ask2024-05-13 Underlying Strike price Expiration date Option type
5.670EUR -4.38% 5.670
Bid Size: 20,000		 5.730
Ask Size: 20,000		 AIRBUS 104.3511 EUR 2024-12-18 Call
 

Master data

WKN: TT5ZBS
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: AIRBUS
Type: Warrant
Option type: Call
Strike price: 104.35 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: 2.68
Leverage: Yes

Calculated values

Fair value: 5.82
Intrinsic value: 5.58
Implied volatility: 0.44
Historic volatility: 0.18
Parity: 5.58
Time value: 0.43
Break-even: 164.09
Moneyness: 1.53
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.06
Spread %: 1.01%
Delta: 0.93
Theta: -0.03
Omega: 2.49
Rho: 0.54
 

Quote data

Open: 5.930
High: 5.930
Low: 5.600
Previous Close: 5.930
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.18%
1 Month
  -4.06%
3 Months  
+21.41%
YTD  
+42.82%
1 Year  
+84.09%
3 Years  
+198.42%
5 Years     -
10 Years     -
1W High / 1W Low: 6.150 5.660
1M High / 1M Low: 6.270 5.330
6M High / 6M Low: 6.870 3.240
High (YTD): 2024-03-27 6.870
Low (YTD): 2024-01-03 3.710
52W High: 2024-03-27 6.870
52W Low: 2023-10-20 2.620
Avg. price 1W:   5.926
Avg. volume 1W:   0.000
Avg. price 1M:   5.823
Avg. volume 1M:   0.000
Avg. price 6M:   4.924
Avg. volume 6M:   4.032
Avg. price 1Y:   4.122
Avg. volume 1Y:   1.969
Volatility 1M:   55.45%
Volatility 6M:   52.63%
Volatility 1Y:   57.93%
Volatility 3Y:   78.59%