HSBC Call 240 UNP 18.01.2023/  DE000TT3EK38  /

EUWAX
12/2/2020  9:00:26 AM Chg.-0.16 Bid5:10:54 PM Ask5:10:54 PM Underlying Strike price Expiration date Option type
1.57EUR -9.25% 1.65
Bid Size: 40,000
1.69
Ask Size: 40,000
Union Pacific Corp 240.00 USD 1/18/2023 Call

Master data

WKN: TT3EK3
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Union Pacific Corp
Type: Warrant
Option type: Call
Strike price: 240.00 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: 10.04
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.34
Parity: -3.11
Time value: 1.67
Break-even: 215.53
Moneyness: 0.84
Premium: 0.29
Premium p.a.: 0.13
Spread abs.: 0.04
Spread %: 2.40%
Delta: 0.24
Theta: 0.00
Omega: 2.44
Rho: 0.51
 

Quote data

Open: 1.57
High: 1.57
Low: 1.57
Previous Close: 1.73
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.21%
1 Month  
+49.52%
3 Months
  -5.42%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.83 1.73
1M High / 1M Low: 1.91 1.05
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.77
Avg. volume 1W:   0.00
Avg. price 1M:   1.61
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -