HSBC Call 200 UNP 18.01.2023/  DE000TT3EK12  /

Frankfurt Zert./HSBC
12/1/2020  10:01:26 AM Chg.+0.080 Bid10:42:39 AM Ask10:42:39 AM Underlying Strike price Expiration date Option type
3.080EUR +2.67% 3.110
Bid Size: 40,000
3.190
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: 5.62
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.34
Implied volatility: 0.83
Historic volatility: 0.35
Parity: 0.34
Time value: 2.70
Break-even: 197.94
Moneyness: 1.02
Premium: 0.16
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 1.32%
Delta: 0.37
Theta: 0.00
Omega: 2.07
Rho: 0.69
 

Quote data

Open: 3.020
High: 3.080
Low: 3.020
Previous Close: 3.000
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.23%
1 Month  
+57.95%
3 Months  
+9.61%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.320 3.000
1M High / 1M Low: 3.320 2.080
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.148
Avg. volume 1W:   0.000
Avg. price 1M:   2.876
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.77%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -