HSBC Call 170 UNP 18.01.2023/  DE000TT3EJY2  /

EUWAX
1/22/2021  9:00:23 AM Chg.-0.68 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
4.57EUR -12.95% 4.51
Bid Size: 40,000
4.53
Ask Size: 40,000
Union Pacific Corp 170.00 USD 1/18/2023 Call

Master data

WKN: TT3EJY
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Union Pacific Corp
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 1/18/2023
Issue date: 8/18/2020
Last trading day: 1/17/2023
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.77
Leverage: Yes

Calculated values

Fair value: 3.11
Intrinsic value: 3.11
Implied volatility: 0.93
Historic volatility: 0.34
Parity: 3.11
Time value: 1.42
Break-even: 185.01
Moneyness: 1.22
Premium: 0.08
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 0.44%
Delta: 0.48
Theta: 0.00
Omega: 1.83
Rho: 0.75
 

Quote data

Open: 4.57
High: 4.57
Low: 4.57
Previous Close: 5.25
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.33%
1 Month  
+10.12%
3 Months  
+28.01%
YTD  
+5.54%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.29 4.57
1M High / 1M Low: 5.33 4.15
6M High / 6M Low: - -
High (YTD): 1/13/2021 5.33
Low (YTD): 1/5/2021 4.25
52W High: - -
52W Low: - -
Avg. price 1W:   5.07
Avg. volume 1W:   0.00
Avg. price 1M:   4.82
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   75.30%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -