HSBC Call 180 UNP 18.01.2023/  DE000TT3EJZ9  /

EUWAX
12/2/2020  9:00:26 AM Chg.-0.26 Bid4:20:22 PM Ask4:20:22 PM Underlying Strike price Expiration date Option type
3.70EUR -6.57% 3.73
Bid Size: 40,000
3.77
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: 4.40
Leverage: Yes

Calculated values

Fair value: 1.86
Intrinsic value: 1.86
Implied volatility: 0.89
Historic volatility: 0.34
Parity: 1.86
Time value: 1.95
Break-even: 187.22
Moneyness: 1.12
Premium: 0.12
Premium p.a.: 0.05
Spread abs.: 0.04
Spread %: 1.05%
Delta: 0.43
Theta: 0.00
Omega: 1.91
Rho: 0.74
 

Quote data

Open: 3.70
High: 3.70
Low: 3.70
Previous Close: 3.96
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.69%
1 Month  
+41.76%
3 Months  
+0.27%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.19 3.96
1M High / 1M Low: 4.23 2.61
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.07
Avg. volume 1W:   0.00
Avg. price 1M:   3.70
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   73.66%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -