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HSBC Call 170 SIE 18.12.2024/  DE000TT5J528  /

Frankfurt Zert./HSBC
2024-04-25  9:35:35 PM Chg.-0.030 Bid9:59:39 PM Ask9:59:39 PM Underlying Strike price Expiration date Option type
1.820EUR -1.62% 1.800
Bid Size: 20,000		 1.830
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: 9.29
Leverage: Yes

Calculated values

Fair value: 1.70
Intrinsic value: 0.46
Implied volatility: 0.26
Historic volatility: 0.22
Parity: 0.46
Time value: 1.42
Break-even: 188.80
Moneyness: 1.03
Premium: 0.08
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 1.62%
Delta: 0.64
Theta: -0.04
Omega: 5.93
Rho: 0.60
 

Quote data

Open: 1.830
High: 1.880
Low: 1.730
Previous Close: 1.850
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.71%
1 Month
  -3.70%
3 Months  
+30.94%
YTD  
+8.98%
1 Year  
+51.67%
3 Years  
+38.93%
5 Years     -
1W High / 1W Low: 1.920 1.780
1M High / 1M Low: 2.060 1.720
6M High / 6M Low: 2.760 0.220
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:   1.874
Avg. volume 1W:   2,400
Avg. price 1M:   1.879
Avg. volume 1M:   1,428.571
Avg. price 6M:   1.422
Avg. volume 6M:   746.032
Avg. price 1Y:   1.211
Avg. volume 1Y:   367.188
Volatility 1M:   89.37%
Volatility 6M:   131.60%
Volatility 1Y:   129.32%
Volatility 3Y:   142.24%