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HSBC Call 165 SIE 18.12.2024/  DE000TT5J510  /

Frankfurt Zert./HSBC
2024-05-10  9:35:39 PM Chg.+0.300 Bid9:49:27 PM Ask9:49:27 PM Underlying Strike price Expiration date Option type
3.130EUR +10.60% 3.140
Bid Size: 20,000		 3.180
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: 5.92
Leverage: Yes

Calculated values

Fair value: 3.02
Intrinsic value: 2.34
Implied volatility: 0.26
Historic volatility: 0.22
Parity: 2.34
Time value: 0.84
Break-even: 196.80
Moneyness: 1.14
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 1.27%
Delta: 0.81
Theta: -0.04
Omega: 4.78
Rho: 0.73
 

Quote data

Open: 2.830
High: 3.180
Low: 2.830
Previous Close: 2.830
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+34.91%
1 Month  
+55.72%
3 Months  
+84.12%
YTD  
+61.34%
1 Year  
+101.94%
3 Years  
+148.41%
5 Years     -
10 Years     -
1W High / 1W Low: 3.130 2.470
1M High / 1M Low: 3.130 2.010
6M High / 6M Low: 3.130 0.430
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:   2.708
Avg. volume 1W:   0.000
Avg. price 1M:   2.329
Avg. volume 1M:   0.000
Avg. price 6M:   1.873
Avg. volume 6M:   0.000
Avg. price 1Y:   1.453
Avg. volume 1Y:   0.000
Volatility 1M:   86.64%
Volatility 6M:   117.29%
Volatility 1Y:   125.97%
Volatility 3Y:   135.26%