HSBC Call 180 UNP 18.01.2023/  DE000TT3EJZ9  /

EUWAX
11/26/2020  9:00:17 AM Chg.-0.14 Bid10:20:34 AM Ask10:20:34 AM Underlying Strike price Expiration date Option type
4.05EUR -3.34% 4.06
Bid Size: 40,000
4.14
Ask Size: 40,000
Union Pacific Corp 180.00 USD 1/18/2023 Call

Master data

WKN: TT3EJZ
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Union Pacific Corp
Type: Warrant
Option type: Call
Strike price: 180.00 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: 4.20
Leverage: Yes

Calculated values

Fair value: 2.29
Intrinsic value: 2.29
Implied volatility: 0.89
Historic volatility: 0.35
Parity: 2.29
Time value: 1.85
Break-even: 192.45
Moneyness: 1.15
Premium: 0.11
Premium p.a.: 0.05
Spread abs.: 0.04
Spread %: 0.97%
Delta: 0.45
Theta: 0.00
Omega: 1.89
Rho: 0.79
 

Quote data

Open: 4.05
High: 4.05
Low: 4.05
Previous Close: 4.19
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.76%
1 Month  
+32.35%
3 Months  
+14.41%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.23 3.91
1M High / 1M Low: 4.23 2.40
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.05
Avg. volume 1W:   0.00
Avg. price 1M:   3.42
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   93.55%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -