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HSBC Call 165 SIE 18.12.2024/  DE000TT5J510  /

Frankfurt Zert./HSBC
2024-05-22  7:35:46 PM Chg.-0.020 Bid7:45:35 PM Ask7:45:35 PM Underlying Strike price Expiration date Option type
1.920EUR -1.03% 1.910
Bid Size: 20,000		 1.960
Ask Size: 20,000		 SIEMENS AG NA O.N. 165.00 EUR 2024-12-18 Call
 

Master data

WKN: TT5J51
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 165.00 EUR
Maturity: 2024-12-18
Issue date: 2021-01-18
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.73
Leverage: Yes

Calculated values

Fair value: 1.87
Intrinsic value: 0.86
Implied volatility: 0.25
Historic volatility: 0.23
Parity: 0.86
Time value: 1.13
Break-even: 184.90
Moneyness: 1.05
Premium: 0.06
Premium p.a.: 0.12
Spread abs.: 0.05
Spread %: 2.58%
Delta: 0.68
Theta: -0.04
Omega: 5.95
Rho: 0.57
 

Quote data

Open: 1.920
High: 2.080
Low: 1.920
Previous Close: 1.940
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -36.42%
1 Month
  -14.29%
3 Months
  -9.00%
YTD
  -1.03%
1 Year
  -2.04%
3 Years  
+62.71%
5 Years     -
10 Years     -
1W High / 1W Low: 3.020 1.870
1M High / 1M Low: 3.130 1.870
6M High / 6M Low: 3.130 0.940
High (YTD): 2024-05-10 3.130
Low (YTD): 2024-01-17 1.250
52W High: 2024-05-10 3.130
52W Low: 2023-10-27 0.270
Avg. price 1W:   2.154
Avg. volume 1W:   0.000
Avg. price 1M:   2.406
Avg. volume 1M:   0.000
Avg. price 6M:   1.968
Avg. volume 6M:   0.000
Avg. price 1Y:   1.473
Avg. volume 1Y:   0.000
Volatility 1M:   141.20%
Volatility 6M:   108.64%
Volatility 1Y:   128.67%
Volatility 3Y:   136.27%