HSBC Call 240 UNP 18.01.2023/  DE000TT3EK38  /

Frankfurt Zert./HSBC
11/27/2020  3:01:19 PM Chg.-0.020 Bid3:27:20 PM Ask3:27:20 PM Underlying Strike price Expiration date Option type
1.790EUR -1.10% 1.800
Bid Size: 40,000
1.880
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: 9.21
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.35
Parity: -2.75
Time value: 1.89
Break-even: 220.39
Moneyness: 0.86
Premium: 0.27
Premium p.a.: 0.12
Spread abs.: 0.08
Spread %: 4.23%
Delta: 0.26
Theta: 0.00
Omega: 2.40
Rho: 0.57
 

Quote data

Open: 1.810
High: 1.820
Low: 1.790
Previous Close: 1.810
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.47%
1 Month  
+64.22%
3 Months  
+11.18%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.940 1.730
1M High / 1M Low: 1.940 0.970
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.824
Avg. volume 1W:   0.000
Avg. price 1M:   1.538
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.71%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -