HSBC Call 250 UNP 18.01.2023/  DE000TT3EK46  /

EUWAX
12/4/2020  9:00:21 AM Chg.-0.04 Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
1.36EUR -2.86% 1.50
Bid Size: 40,000
1.54
Ask Size: 40,000
Union Pacific Corp 250.00 USD 1/18/2023 Call

Master data

WKN: TT3EK4
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Union Pacific Corp
Type: Warrant
Option type: Call
Strike price: 250.00 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: 10.83
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.34
Parity: -3.94
Time value: 1.54
Break-even: 221.55
Moneyness: 0.81
Premium: 0.33
Premium p.a.: 0.14
Spread abs.: 0.04
Spread %: 2.60%
Delta: 0.23
Theta: 0.00
Omega: 2.50
Rho: 0.49
 

Quote data

Open: 1.36
High: 1.36
Low: 1.36
Previous Close: 1.40
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.82%
1 Month  
+25.93%
3 Months  
+1.49%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.49 1.35
1M High / 1M Low: 1.66 1.08
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.42
Avg. volume 1W:   0.00
Avg. price 1M:   1.44
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.71%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -