HSBC Call 60 AIY 14.12.2022/  DE000TT9S3M4  /

EUWAX
11/17/2022  8:51:08 AM Chg.- Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
1.21EUR - -
Bid Size: -
-
Ask Size: -
ACTIVISION BLIZZARD ... 60.00 - 12/14/2022 Call

Master data

WKN: TT9S3M
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: ACTIVISION BLIZZARD INC.
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 12/14/2022
Issue date: 12/7/2021
Last trading day: 11/17/2022
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.53
Leverage: Yes

Calculated values

Fair value: 1.21
Intrinsic value: 1.08
Implied volatility: 1.43
Historic volatility: 0.28
Parity: 1.08
Time value: 0.20
Break-even: 72.80
Moneyness: 1.18
Premium: 0.03
Premium p.a.: 6.45
Spread abs.: 0.07
Spread %: 5.47%
Delta: 0.89
Theta: -0.44
Omega: 4.90
Rho: 0.01
 

Quote data

Open: 1.21
High: 1.21
Low: 1.21
Previous Close: 1.30
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+2.54%
3 Months
  -31.25%
YTD  
+3.42%
1 Year  
+70.42%
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.31 1.14
6M High / 6M Low: 2.11 1.10
High (YTD): 3/9/2022 2.12
Low (YTD): 1/11/2022 0.92
52W High: 3/9/2022 2.12
52W Low: 12/13/2021 0.68
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.25
Avg. volume 1M:   0.00
Avg. price 6M:   1.66
Avg. volume 6M:   0.00
Avg. price 1Y:   1.66
Avg. volume 1Y:   0.00
Volatility 1M:   118.56%
Volatility 6M:   64.42%
Volatility 1Y:   128.29%
Volatility 3Y:   -