HSBC WAR. CALL 23 UNP/  DE000TT3EJZ9  /

gettex Zettex2
11/25/2020  9:40:02 PM Chg.- Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
4.130EUR - 4.100
Bid Size: 40,000
4.140
Ask Size: 40,000
Union Pacific Corp 180.00 USD 1/18/2023 Call

Master data

WKN: TT3EJZ
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Union Pacific Corp
Type: Warrant
Option type: Call
Strike price: 180.00 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: 4.20
Leverage: Yes

Calculated values

Fair value: 2.29
Intrinsic value: 2.29
Implied volatility: 0.89
Historic volatility: 0.35
Parity: 2.29
Time value: 1.85
Break-even: 192.45
Moneyness: 1.15
Premium: 0.11
Premium p.a.: 0.05
Spread abs.: 0.04
Spread %: 0.97%
Delta: 0.45
Theta: 0.00
Omega: 1.89
Rho: 0.79
 

Quote data

Open: 4.270
High: 4.270
Low: 4.090
Previous Close: 4.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.03%
1 Month  
+38.13%
3 Months  
+15.36%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.270 3.940
1M High / 1M Low: 4.270 2.470
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.090
Avg. volume 1W:   0.000
Avg. price 1M:   3.500
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -