HSBC Call 190 UNP 18.01.2023/  DE000TT3EK04  /

EUWAX
11/25/2020  9:02:48 AM Chg.-0.04 Bid7:04:40 PM Ask7:04:40 PM Underlying Strike price Expiration date Option type
3.69EUR -1.07% 3.58
Bid Size: 40,000
3.62
Ask Size: 40,000
Union Pacific Corp 190.00 USD 1/18/2023 Call

Master data

WKN: TT3EK0
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Union Pacific Corp
Type: Warrant
Option type: Call
Strike price: 190.00 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: 4.64
Leverage: Yes

Calculated values

Fair value: 1.57
Intrinsic value: 1.57
Implied volatility: 0.87
Historic volatility: 0.35
Parity: 1.57
Time value: 2.21
Break-even: 197.50
Moneyness: 1.10
Premium: 0.13
Premium p.a.: 0.06
Spread abs.: 0.04
Spread %: 1.06%
Delta: 0.42
Theta: 0.00
Omega: 1.94
Rho: 0.77
 

Quote data

Open: 3.69
High: 3.69
Low: 3.69
Previous Close: 3.73
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.65%
1 Month  
+36.16%
3 Months  
+21.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.73 3.44
1M High / 1M Low: 3.73 2.07
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.54
Avg. volume 1W:   0.00
Avg. price 1M:   2.96
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -