HSBC WAR. CALL 23 UNP/  DE000TT3EK38  /

gettex Zettex2
12/4/2020  9:40:00 PM Chg.+0.090 Bid9:59:27 PM Ask9:59:27 PM Underlying Strike price Expiration date Option type
1.730EUR +5.49% 1.730
Bid Size: 40,000
1.770
Ask Size: 40,000
Union Pacific Corp 240.00 USD 1/18/2023 Call

Master data

WKN: TT3EK3
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Union Pacific Corp
Type: Warrant
Option type: Call
Strike price: 240.00 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: 9.42
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.75
Historic volatility: 0.34
Parity: -3.11
Time value: 1.77
Break-even: 215.60
Moneyness: 0.84
Premium: 0.29
Premium p.a.: 0.13
Spread abs.: 0.04
Spread %: 2.26%
Delta: 0.26
Theta: 0.00
Omega: 2.41
Rho: 0.53
 

Quote data

Open: 1.640
High: 1.730
Low: 1.640
Previous Close: 1.640
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.26%
1 Month  
+22.70%
3 Months  
+10.90%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.730 1.640
1M High / 1M Low: 1.950 1.360
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.692
Avg. volume 1W:   0.000
Avg. price 1M:   1.723
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -