HSBC WAR. CALL 12/25 SIE/ DE000TT5R083 /
| 2024-04-30 9:36:27 PM | Chg.-0.0900 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0700EUR | -4.17% | 2.0300 Bid Size: 20,000 |
2.0600 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 185.00 EUR | 2025-12-17 | Call |
Master data
| WKN: | TT5R08 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 185.00 EUR |
| Maturity: | 2025-12-17 |
| Issue date: | 2021-02-01 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.54 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.22 |
| Parity: | -0.91 |
| Time value: | 2.06 |
| Break-even: | 205.60 |
| Moneyness: | 0.95 |
| Premium: | 0.17 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.03 |
| Spread %: | 1.48% |
| Delta: | 0.57 |
| Theta: | -0.02 |
| Omega: | 4.89 |
| Rho: | 1.31 |
Quote data
| Open: | 2.1600 |
|---|---|
| High: | 2.1600 |
| Low: | 2.0700 |
| Previous Close: | 2.1600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.50% | ||
|---|---|---|---|
| 1 Month | -1.90% | ||
| 3 Months | +37.09% | ||
| YTD | +19.65% | ||
| 1 Year | +47.86% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 2.1600 | 1.9600 |
|---|---|---|
| 1M High / 1M Low: | 2.1600 | 1.8900 |
| 6M High / 6M Low: | 2.7300 | 0.4700 |
| High (YTD): | 2024-03-15 | 2.7300 |
| Low (YTD): | 2024-01-17 | 1.1900 |
| 52W High: | 2024-03-15 | 2.7300 |
| 52W Low: | 2023-10-26 | 0.4000 |
| Avg. price 1W: | 2.0700 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0152 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.6126 | |
| Avg. volume 6M: | 2 | |
| Avg. price 1Y: | 1.3516 | |
| Avg. volume 1Y: | 1.9531 | |
| Volatility 1M: | 74.21% | |
| Volatility 6M: | 94.36% | |
| Volatility 1Y: | 101.15% | |
| Volatility 3Y: | - |
