HSBC Call 170 UNP 18.01.2023/  DE000TT3EJY2  /

Frankfurt Zert./HSBC
11/26/2020  9:01:03 PM Chg.+0.060 Bid9:41:17 PM Ask9:41:17 PM Underlying Strike price Expiration date Option type
4.700EUR +1.29% 4.700
Bid Size: 40,000
4.780
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: 3.73
Leverage: Yes

Calculated values

Fair value: 3.13
Intrinsic value: 3.13
Implied volatility: 0.92
Historic volatility: 0.35
Parity: 3.13
Time value: 1.53
Break-even: 189.26
Moneyness: 1.22
Premium: 0.09
Premium p.a.: 0.04
Spread abs.: 0.04
Spread %: 0.86%
Delta: 0.48
Theta: 0.00
Omega: 1.81
Rho: 0.81
 

Quote data

Open: 4.570
High: 4.700
Low: 4.570
Previous Close: 4.640
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.33%
1 Month  
+37.83%
3 Months  
+16.92%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.800 4.420
1M High / 1M Low: 4.800 2.850
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.586
Avg. volume 1W:   0.000
Avg. price 1M:   3.964
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -