HSBC Call 250 MCD 17.01.2024/  DE000TT53DH3  /

Frankfurt Zert./HSBC
1/17/2022  9:36:03 PM Chg.+0.110 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
3.250EUR +3.50% 3.260
Bid Size: 60,000
3.300
Ask Size: 60,000
McDonald's Corp 250.00 USD 1/17/2024 Call

Master data

WKN: TT53DH
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: McDonald's Corp
Type: Warrant
Option type: Call
Strike price: 250.00 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: 7.10
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.68
Implied volatility: 0.77
Historic volatility: 0.13
Parity: 0.68
Time value: 2.50
Break-even: 250.88
Moneyness: 1.03
Premium: 0.11
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.63%
Delta: 0.32
Theta: 0.00
Omega: 2.28
Rho: 0.82
 

Quote data

Open: 3.190
High: 3.250
Low: 3.180
Previous Close: 3.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.47%
1 Month
  -12.63%
3 Months  
+40.69%
YTD
  -18.34%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.630 3.140
1M High / 1M Low: 3.980 3.140
6M High / 6M Low: 3.980 1.870
High (YTD): 1/6/2022 3.970
Low (YTD): 1/14/2022 3.140
52W High: - -
52W Low: - -
Avg. price 1W:   3.408
Avg. volume 1W:   0.000
Avg. price 1M:   3.746
Avg. volume 1M:   0.000
Avg. price 6M:   2.718
Avg. volume 6M:   16.250
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   57.63%
Volatility 6M:   67.85%
Volatility 1Y:   -
Volatility 3Y:   -