HSBC Call 165 SIE 18.12.2024
/ DE000TT5J510
HSBC Call 165 SIE 18.12.2024/ DE000TT5J510 /
| 2024-04-30 8:34:05 AM |
Chg.-0.05 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.36EUR |
-2.07% |
-
Bid Size: - |
-
Ask Size: - |
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: |
7.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.07 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.22 |
| Parity: |
1.09 |
| Time value: |
1.17 |
| Break-even: |
187.60 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
1.35% |
| Delta: |
0.70 |
| Theta: |
-0.04 |
| Omega: |
5.46 |
| Rho: |
0.64 |
Quote data
| Open: |
2.36 |
| High: |
2.36 |
| Low: |
2.36 |
| Previous Close: |
2.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.42% |
| 1 Month |
|
|
+0.43% |
| 3 Months |
|
|
+40.48% |
| YTD |
|
|
+26.20% |
| 1 Year |
|
|
+62.76% |
| 3 Years |
|
|
+77.44% |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.41 |
2.14 |
| 1M High / 1M Low: |
2.41 |
2.04 |
| 6M High / 6M Low: |
3.09 |
0.31 |
| High (YTD): |
2024-03-18 |
3.09 |
| Low (YTD): |
2024-01-17 |
1.25 |
| 52W High: |
2024-03-18 |
3.09 |
| 52W Low: |
2023-10-27 |
0.27 |
| Avg. price 1W: |
|
2.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.43 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
68.03% |
| Volatility 6M: |
|
117.91% |
| Volatility 1Y: |
|
123.64% |
| Volatility 3Y: |
|
143.38% |
