HSBC WAR. CALL 23 UNP/  DE000TT3EK12  /

gettex Zettex2
11/27/2020  9:40:03 AM Chg.0.000 Bid9:44:04 AM Ask9:44:04 AM Underlying Strike price Expiration date Option type
3.200EUR 0.00% 3.210
Bid Size: 40,000
3.290
Ask Size: 40,000
Union Pacific Corp 200.00 USD 1/18/2023 Call

Master data

WKN: TT3EK1
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Union Pacific Corp
Type: Warrant
Option type: Call
Strike price: 200.00 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: 5.45
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.61
Implied volatility: 0.83
Historic volatility: 0.35
Parity: 0.61
Time value: 2.58
Break-even: 199.73
Moneyness: 1.04
Premium: 0.15
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 1.25%
Delta: 0.38
Theta: 0.00
Omega: 2.06
Rho: 0.72
 

Quote data

Open: 3.200
High: 3.200
Low: 3.200
Previous Close: 3.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.96%
1 Month  
+54.59%
3 Months  
+16.79%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.320 3.020
1M High / 1M Low: 3.320 1.850
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.182
Avg. volume 1W:   0.000
Avg. price 1M:   2.716
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   105.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -