HSBC Call 200 UNP 18.01.2023/  DE000TT3EK12  /

EUWAX
12/4/2020  9:00:22 AM Chg.-0.07 Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
2.81EUR -2.43% 3.03
Bid Size: 40,000
3.07
Ask Size: 40,000
Union Pacific Corp 200.00 USD 1/18/2023 Call

Master data

WKN: TT3EK1
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Union Pacific Corp
Type: Warrant
Option type: Call
Strike price: 200.00 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: 5.84
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.29
Implied volatility: 0.82
Historic volatility: 0.34
Parity: 0.29
Time value: 2.58
Break-even: 193.37
Moneyness: 1.02
Premium: 0.15
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 1.39%
Delta: 0.36
Theta: 0.00
Omega: 2.10
Rho: 0.67
 

Quote data

Open: 2.81
High: 2.81
Low: 2.81
Previous Close: 2.88
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.19%
1 Month  
+24.89%
3 Months  
+7.25%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.20 2.80
1M High / 1M Low: 3.27 2.25
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.99
Avg. volume 1W:   0.00
Avg. price 1M:   2.91
Avg. volume 1M:   7.64
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -