HSBC Call 240 MCD 17.01.2024/  DE000TT53DG5  /

Frankfurt Zert./HSBC
12/7/2021  1:01:29 PM Chg.+0.110 Bid1:17:52 PM Ask1:17:52 PM Underlying Strike price Expiration date Option type
4.020EUR +2.81% 4.010
Bid Size: 60,000
4.050
Ask Size: 60,000
McDonald's Corp 240.00 USD 1/17/2024 Call

Master data

WKN: TT53DG
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: McDonald's Corp
Type: Warrant
Option type: Call
Strike price: 240.00 USD
Maturity: 1/17/2024
Issue date: 2/18/2021
Last trading day: 1/16/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.78
Leverage: Yes

Calculated values

Fair value: 1.40
Intrinsic value: 1.40
Implied volatility: 0.82
Historic volatility: 0.14
Parity: 1.40
Time value: 2.52
Break-even: 251.90
Moneyness: 1.07
Premium: 0.11
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.51%
Delta: 0.36
Theta: 0.00
Omega: 2.09
Rho: 0.91
 

Quote data

Open: 3.950
High: 4.030
Low: 3.940
Previous Close: 3.910
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+27.62%
1 Month  
+18.93%
3 Months  
+70.34%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.910 3.150
1M High / 1M Low: 3.910 3.150
6M High / 6M Low: 3.910 2.140
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.452
Avg. volume 1W:   0.000
Avg. price 1M:   3.407
Avg. volume 1M:   0.000
Avg. price 6M:   2.712
Avg. volume 6M:   15.267
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   82.23%
Volatility 6M:   67.24%
Volatility 1Y:   -
Volatility 3Y:   -