HSBC Call 200 AMG 19.01.2022/  DE000TT1VQ90  /

EUWAX
1/14/2022  8:43:43 AM Chg.-0.02 Bid10:00:08 PM Ask10:00:08 PM Underlying Strike price Expiration date Option type
2.69EUR -0.74% -
Bid Size: -
-
Ask Size: -
AMGEN INC. DL-... 200.00 - 1/19/2022 Call

Master data

WKN: TT1VQ9
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 1/19/2022
Issue date: 4/15/2020
Last trading day: 1/18/2022
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.67
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.22
Implied volatility: 3.56
Historic volatility: 0.17
Parity: 0.22
Time value: 2.81
Break-even: 230.30
Moneyness: 1.01
Premium: 0.14
Premium p.a.: 0.00
Spread abs.: -0.05
Spread %: -1.65%
Delta: 0.58
Theta: -3.55
Omega: 3.86
Rho: 0.01
 

Quote data

Open: 2.69
High: 2.69
Low: 2.69
Previous Close: 2.71
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.72%
1 Month  
+42.33%
3 Months  
+135.96%
YTD  
+11.62%
1 Year
  -33.25%
3 Years     -
5 Years     -
1W High / 1W Low: 2.83 2.47
1M High / 1M Low: 2.83 1.89
6M High / 6M Low: 4.14 0.75
High (YTD): 1/12/2022 2.83
Low (YTD): 1/6/2022 2.19
52W High: 1/27/2021 5.19
52W Low: 12/1/2021 0.75
Avg. price 1W:   2.70
Avg. volume 1W:   0.00
Avg. price 1M:   2.29
Avg. volume 1M:   0.00
Avg. price 6M:   1.99
Avg. volume 6M:   0.00
Avg. price 1Y:   2.99
Avg. volume 1Y:   0.00
Volatility 1M:   93.92%
Volatility 6M:   148.95%
Volatility 1Y:   120.41%
Volatility 3Y:   -