HSBC Call 190 UNP 18.01.2023/  DE000TT3EK04  /

Frankfurt Zert./HSBC
2/25/2021  12:01:17 PM Chg.-0.040 Bid12:27:49 PM Ask12:27:49 PM Underlying Strike price Expiration date Option type
3.740EUR -1.06% 3.710
Bid Size: 40,000
3.750
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: 4.63
Leverage: Yes

Calculated values

Fair value: 1.74
Intrinsic value: 1.74
Implied volatility: 0.87
Historic volatility: 0.34
Parity: 1.74
Time value: 2.01
Break-even: 193.63
Moneyness: 1.11
Premium: 0.12
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.53%
Delta: 0.43
Theta: 0.00
Omega: 1.99
Rho: 0.70
 

Quote data

Open: 3.760
High: 3.760
Low: 3.730
Previous Close: 3.780
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month  
+6.25%
3 Months  
+3.31%
YTD  
+12.31%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.780 3.400
1M High / 1M Low: 3.830 2.920
6M High / 6M Low: 4.290 2.140
High (YTD): 1/11/2021 4.290
Low (YTD): 1/27/2021 2.920
52W High: - -
52W Low: - -
Avg. price 1W:   3.570
Avg. volume 1W:   0.000
Avg. price 1M:   3.413
Avg. volume 1M:   0.000
Avg. price 6M:   3.370
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.20%
Volatility 6M:   87.86%
Volatility 1Y:   -
Volatility 3Y:   -