OverviewChartNewsTraderScreen

HSBC Call 170 SIE 18.12.2024/  DE000TT5J528  /

Frankfurt Zert./HSBC
2024-05-10  9:35:38 PM Chg.+0.280 Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
2.750EUR +11.34% 2.760
Bid Size: 20,000		 2.790
Ask Size: 20,000		 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: 6.75
Leverage: Yes

Calculated values

Fair value: 2.65
Intrinsic value: 1.84
Implied volatility: 0.26
Historic volatility: 0.22
Parity: 1.84
Time value: 0.95
Break-even: 197.90
Moneyness: 1.11
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 1.09%
Delta: 0.77
Theta: -0.04
Omega: 5.19
Rho: 0.71
 

Quote data

Open: 2.460
High: 2.790
Low: 2.460
Previous Close: 2.470
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+38.89%
1 Month  
+59.88%
3 Months  
+92.31%
YTD  
+64.67%
1 Year  
+102.21%
3 Years  
+141.23%
5 Years     -
10 Years     -
1W High / 1W Low: 2.750 2.120
1M High / 1M Low: 2.750 1.720
6M High / 6M Low: 2.760 0.350
High (YTD): 2024-03-15 2.760
Low (YTD): 2024-01-17 1.050
52W High: 2024-03-15 2.760
52W Low: 2023-10-27 0.220
Avg. price 1W:   2.352
Avg. volume 1W:   1,200
Avg. price 1M:   1.999
Avg. volume 1M:   1,200
Avg. price 6M:   1.605
Avg. volume 6M:   806.452
Avg. price 1Y:   1.246
Avg. volume 1Y:   392.157
Volatility 1M:   94.32%
Volatility 6M:   123.28%
Volatility 1Y:   130.39%
Volatility 3Y:   141.95%