HSBC Call 240 UNP 18.01.2023/  DE000TT3EK38  /

Frankfurt Zert./HSBC
11/27/2020  9:06:30 AM Chg.0.000 Bid9:16:46 AM Ask9:16:46 AM Underlying Strike price Expiration date Option type
1.810EUR 0.00% 1.810
Bid Size: 40,000
1.890
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: 9.56
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: 1.82
Break-even: 219.60
Moneyness: 0.86
Premium: 0.26
Premium p.a.: 0.11
Spread abs.: 0.04
Spread %: 2.20%
Delta: 0.25
Theta: 0.00
Omega: 2.43
Rho: 0.56
 

Quote data

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

Performance

1 Week  
+4.62%
1 Month  
+66.06%
3 Months  
+12.42%
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:   -