HSBC Call 250 UNP 18.01.2023/  DE000TT3EK46  /

Frankfurt Zert./HSBC
11/27/2020  9:02:15 PM Chg.-0.080 Bid11/27/2020 Ask11/27/2020 Underlying Strike price Expiration date Option type
1.480EUR -5.13% 1.480
Bid Size: 40,000
1.560
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: 11.02
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.35
Parity: -3.71
Time value: 1.56
Break-even: 224.62
Moneyness: 0.82
Premium: 0.31
Premium p.a.: 0.13
Spread abs.: 0.08
Spread %: 5.13%
Delta: 0.23
Theta: 0.00
Omega: 2.51
Rho: 0.51
 

Quote data

Open: 1.560
High: 1.570
Low: 1.480
Previous Close: 1.560
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.33%
1 Month  
+72.09%
3 Months     0.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.690 1.480
1M High / 1M Low: 1.690 0.860
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.574
Avg. volume 1W:   0.000
Avg. price 1M:   1.370
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -