HSBC Call 220 UNP 18.01.2023/  DE000TT3EK20  /

EUWAX
12/1/2020  9:00:19 AM Chg.0.00 Bid9:19:34 AM Ask9:19:34 AM Underlying Strike price Expiration date Option type
2.30EUR 0.00% 2.30
Bid Size: 40,000
2.38
Ask Size: 40,000
Union Pacific Corp 220.00 USD 1/18/2023 Call

Master data

WKN: TT3EK2
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Union Pacific Corp
Type: Warrant
Option type: Call
Strike price: 220.00 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: 7.22
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.79
Historic volatility: 0.35
Parity: -1.20
Time value: 2.38
Break-even: 207.56
Moneyness: 0.93
Premium: 0.21
Premium p.a.: 0.09
Spread abs.: 0.08
Spread %: 3.36%
Delta: 0.31
Theta: 0.00
Omega: 2.23
Rho: 0.63
 

Quote data

Open: 2.30
High: 2.30
Low: 2.30
Previous Close: 2.30
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.37%
1 Month  
+72.93%
3 Months  
+10.58%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.51 2.30
1M High / 1M Low: 2.51 1.47
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.40
Avg. volume 1W:   0.00
Avg. price 1M:   2.13
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -