OverviewChartNewsTraderScreen

HSBC Call 190 SIE 18.12.2024/  DE000TT5ZMJ7  /

EUWAX
2024-06-06  8:10:18 AM Chg.+0.130 Bid1:06:02 PM Ask1:06:02 PM Underlying Strike price Expiration date Option type
0.870EUR +17.57% 0.780
Bid Size: 50,000		 0.800
Ask Size: 50,000		 SIEMENS AG NA O.N. 190.00 EUR 2024-12-18 Call
 

Master data

WKN: TT5ZMJ
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 190.00 EUR
Maturity: 2024-12-18
Issue date: 2021-03-09
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.65
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.23
Parity: -1.12
Time value: 0.91
Break-even: 199.10
Moneyness: 0.94
Premium: 0.11
Premium p.a.: 0.22
Spread abs.: 0.03
Spread %: 3.41%
Delta: 0.44
Theta: -0.04
Omega: 8.63
Rho: 0.37
 

Quote data

Open: 0.870
High: 0.870
Low: 0.870
Previous Close: 0.740
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.00%
1 Month
  -8.42%
3 Months
  -29.27%
YTD  
+1.16%
1 Year
  -11.22%
3 Years  
+20.83%
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.710
1M High / 1M Low: 1.490 0.660
6M High / 6M Low: 1.570 0.510
High (YTD): 2024-03-18 1.570
Low (YTD): 2024-01-17 0.510
52W High: 2024-03-18 1.570
52W Low: 2023-11-03 0.120
Avg. price 1W:   0.762
Avg. volume 1W:   4,000
Avg. price 1M:   0.931
Avg. volume 1M:   2,304.348
Avg. price 6M:   0.888
Avg. volume 6M:   424
Avg. price 1Y:   0.653
Avg. volume 1Y:   207.031
Volatility 1M:   214.19%
Volatility 6M:   143.41%
Volatility 1Y:   149.30%
Volatility 3Y:   166.70%