HSBC WAR. CALL 12/25 SIE/ DE000TT5J551 /
| 2024-05-17 9:37:31 PM | Chg.-0.1500 | Bid9:59:59 PM | Ask9:59:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2100EUR | -6.36% | 2.1800 Bid Size: 20,000 |
2.2300 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 175.00 EUR | 2025-12-17 | Call |
Master data
| WKN: | TT5J55 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 175.00 EUR |
| Maturity: | 2025-12-17 |
| Issue date: | 2021-01-18 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.74 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.35 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.23 |
| Parity: | -0.24 |
| Time value: | 2.23 |
| Break-even: | 197.30 |
| Moneyness: | 0.99 |
| Premium: | 0.14 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.05 |
| Spread %: | 2.29% |
| Delta: | 0.62 |
| Theta: | -0.02 |
| Omega: | 4.80 |
| Rho: | 1.34 |
Quote data
| Open: | 2.3500 |
|---|---|
| High: | 2.3500 |
| Low: | 2.1500 |
| Previous Close: | 2.3600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -33.03% | ||
|---|---|---|---|
| 1 Month | -7.53% | ||
| 3 Months | 0.00% | ||
| YTD | +3.76% | ||
| 1 Year | +0.91% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.2600 | 2.2100 |
|---|---|---|
| 1M High / 1M Low: | 3.3000 | 2.2100 |
| 6M High / 6M Low: | 3.3000 | 1.1300 |
| High (YTD): | 2024-05-10 | 3.3000 |
| Low (YTD): | 2024-01-17 | 1.4900 |
| 52W High: | 2024-05-10 | 3.3000 |
| 52W Low: | 2023-10-26 | 0.5100 |
| Avg. price 1W: | 2.8180 | |
| Avg. volume 1W: | 100 | |
| Avg. price 1M: | 2.6850 | |
| Avg. volume 1M: | 25 | |
| Avg. price 6M: | 2.1972 | |
| Avg. volume 6M: | 6.4516 | |
| Avg. price 1Y: | 1.7166 | |
| Avg. volume 1Y: | 3.4039 | |
| Volatility 1M: | 118.55% | |
| Volatility 6M: | 87.26% | |
| Volatility 1Y: | 100.42% | |
| Volatility 3Y: | - |
