HSBC Call 220 UNP 18.01.2023/  DE000TT3EK20  /

Frankfurt Zert./HSBC
11/27/2020  4:01:34 PM Chg.-0.040 Bid4:15:51 PM Ask4:15:51 PM Underlying Strike price Expiration date Option type
2.380EUR -1.65% 2.370
Bid Size: 40,000
2.410
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: 6.96
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.78
Historic volatility: 0.35
Parity: -1.07
Time value: 2.50
Break-even: 209.70
Moneyness: 0.94
Premium: 0.21
Premium p.a.: 0.09
Spread abs.: 0.08
Spread %: 3.20%
Delta: 0.32
Theta: 0.00
Omega: 2.22
Rho: 0.65
 

Quote data

Open: 2.420
High: 2.440
Low: 2.380
Previous Close: 2.420
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.93%
1 Month  
+58.67%
3 Months  
+13.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.540 2.290
1M High / 1M Low: 2.540 1.360
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.414
Avg. volume 1W:   0.000
Avg. price 1M:   2.051
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -