HSBC Call 170 UNP 18.01.2023/  DE000TT3EJY2  /

Frankfurt Zert./HSBC
11/27/2020  10:01:05 AM Chg.+0.020 Bid10:32:10 AM Ask10:32:10 AM Underlying Strike price Expiration date Option type
4.720EUR +0.43% 4.680
Bid Size: 40,000
4.760
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: 3.64
Leverage: Yes

Calculated values

Fair value: 3.13
Intrinsic value: 3.13
Implied volatility: 0.93
Historic volatility: 0.35
Parity: 3.13
Time value: 1.65
Break-even: 190.53
Moneyness: 1.22
Premium: 0.10
Premium p.a.: 0.04
Spread abs.: 0.08
Spread %: 1.67%
Delta: 0.49
Theta: 0.00
Omega: 1.79
Rho: 0.81
 

Quote data

Open: 4.700
High: 4.720
Low: 4.700
Previous Close: 4.700
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.55%
1 Month  
+54.25%
3 Months  
+16.54%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.800 4.430
1M High / 1M Low: 4.800 2.850
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.642
Avg. volume 1W:   0.000
Avg. price 1M:   4.020
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -