HSBC Call 170 SIE 18.12.2024
/ DE000TT5J528
HSBC Call 170 SIE 18.12.2024/ DE000TT5J528 /
| 2024-04-26 8:32:19 AM |
Chg.+0.04 |
Bid3:30:58 PM |
Ask3:30:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.87EUR |
+2.19% |
1.95
Bid Size: 50,000 |
1.97
Ask Size: 50,000 |
SIEMENS AG NA O.N. |
170.00 EUR |
2024-12-18 |
Call |
Master data
| WKN: |
TT5J52 |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 EUR |
| Maturity: |
2024-12-18 |
| Issue date: |
2021-01-18 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.22 |
| Parity: |
0.37 |
| Time value: |
1.46 |
| Break-even: |
188.30 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
1.67% |
| Delta: |
0.63 |
| Theta: |
-0.04 |
| Omega: |
5.97 |
| Rho: |
0.59 |
Quote data
| Open: |
1.87 |
| High: |
1.87 |
| Low: |
1.87 |
| Previous Close: |
1.83 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.63% |
| 1 Month |
|
|
-1.58% |
| 3 Months |
|
|
+31.69% |
| YTD |
|
|
+16.15% |
| 1 Year |
|
|
+55.83% |
| 3 Years |
|
|
+43.85% |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.94 |
1.83 |
| 1M High / 1M Low: |
2.05 |
1.75 |
| 6M High / 6M Low: |
2.73 |
0.22 |
| High (YTD): |
2024-03-18 |
2.73 |
| Low (YTD): |
2024-01-17 |
1.04 |
| 52W High: |
2024-03-18 |
2.73 |
| 52W Low: |
2023-10-27 |
0.22 |
| Avg. price 1W: |
|
1.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.43 |
| Avg. volume 6M: |
|
33.33 |
| Avg. price 1Y: |
|
1.21 |
| Avg. volume 1Y: |
|
16.41 |
| Volatility 1M: |
|
59.87% |
| Volatility 6M: |
|
123.42% |
| Volatility 1Y: |
|
128.43% |
| Volatility 3Y: |
|
149.29% |
