HSBC Call 180 UNP 18.01.2023/  DE000TT3EJZ9  /

Frankfurt Zert./HSBC
11/30/2020  9:06:35 AM Chg.-0.020 Bid9:38:27 AM Ask9:38:27 AM Underlying Strike price Expiration date Option type
3.980EUR -0.50% 3.990
Bid Size: 40,000
4.070
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: 4.21
Leverage: Yes

Calculated values

Fair value: 2.14
Intrinsic value: 2.14
Implied volatility: 0.90
Historic volatility: 0.35
Parity: 2.14
Time value: 1.94
Break-even: 191.15
Moneyness: 1.14
Premium: 0.11
Premium p.a.: 0.05
Spread abs.: 0.08
Spread %: 1.96%
Delta: 0.45
Theta: 0.00
Omega: 1.88
Rho: 0.77
 

Quote data

Open: 3.980
High: 3.980
Low: 3.980
Previous Close: 4.000
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.40%
1 Month  
+54.86%
3 Months  
+9.04%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.270 4.000
1M High / 1M Low: 4.270 2.570
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.134
Avg. volume 1W:   0.000
Avg. price 1M:   3.697
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.30%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -