HSBC Call 105 AIR 19.06.2024/  DE000TT73VL5  /

Frankfurt Zert./HSBC
10/18/2021  7:35:34 PM Chg.-0.110 Bid7:59:41 PM Ask7:59:41 PM Underlying Strike price Expiration date Option type
2.610EUR -4.04% 2.610
Bid Size: 10,000
2.660
Ask Size: 10,000
AIRBUS 105.00 EUR 6/19/2024 Call

Master data

WKN: TT73VL
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: AIRBUS
Type: Warrant
Option type: Call
Strike price: 105.00 EUR
Maturity: 6/19/2024
Issue date: 7/13/2021
Last trading day: 6/18/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.13
Leverage: Yes

Calculated values

Fair value: 0.99
Intrinsic value: 0.99
Implied volatility: 0.93
Historic volatility: 0.37
Parity: 0.99
Time value: 1.79
Break-even: 132.80
Moneyness: 1.09
Premium: 0.16
Premium p.a.: 0.06
Spread abs.: 0.05
Spread %: 1.80%
Delta: 0.43
Theta: 0.00
Omega: 1.77
Rho: 0.57
 

Quote data

Open: 2.660
High: 2.670
Low: 2.590
Previous Close: 2.720
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+2.35%
3 Months  
+4.40%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.720 2.570
1M High / 1M Low: 2.880 2.440
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.626
Avg. volume 1W:   0.000
Avg. price 1M:   2.680
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   68.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -