HSBC Call 190 UNP 18.01.2023/  DE000TT3EK04  /

Frankfurt Zert./HSBC
11/24/2020  8:01:00 PM Chg.+0.140 Bid8:02:23 PM Ask8:02:23 PM Underlying Strike price Expiration date Option type
3.760EUR +3.87% 3.770
Bid Size: 40,000
3.810
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: 4.75
Leverage: Yes

Calculated values

Fair value: 1.47
Intrinsic value: 1.47
Implied volatility: 0.86
Historic volatility: 0.35
Parity: 1.47
Time value: 2.22
Break-even: 197.34
Moneyness: 1.09
Premium: 0.13
Premium p.a.: 0.06
Spread abs.: 0.04
Spread %: 1.08%
Delta: 0.41
Theta: 0.00
Omega: 1.96
Rho: 0.76
 

Quote data

Open: 3.740
High: 3.830
Low: 3.700
Previous Close: 3.620
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.87%
1 Month  
+35.25%
3 Months  
+25.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.620 3.440
1M High / 1M Low: 3.620 2.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.548
Avg. volume 1W:   0.000
Avg. price 1M:   2.987
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -