HSBC Call 200 UNP 18.01.2023/  DE000TT3EK12  /

Frankfurt Zert./HSBC
11/30/2020  9:02:46 PM Chg.-0.060 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
3.000EUR -1.96% 3.000
Bid Size: 40,000
3.040
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: 5.47
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.47
Implied volatility: 0.84
Historic volatility: 0.35
Parity: 0.47
Time value: 2.67
Break-even: 198.45
Moneyness: 1.03
Premium: 0.16
Premium p.a.: 0.07
Spread abs.: 0.08
Spread %: 2.55%
Delta: 0.37
Theta: 0.00
Omega: 2.05
Rho: 0.70
 

Quote data

Open: 3.040
High: 3.090
Low: 2.950
Previous Close: 3.060
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.36%
1 Month  
+53.85%
3 Months  
+6.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.320 3.060
1M High / 1M Low: 3.320 1.950
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.182
Avg. volume 1W:   0.000
Avg. price 1M:   2.826
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -