HSBC WAR. CALL 23 UNP/  DE000TT3EK20  /

gettex Zettex2
12/4/2020  3:40:02 PM Chg.0.000 Bid3:51:11 PM Ask3:51:11 PM Underlying Strike price Expiration date Option type
2.170EUR 0.00% 2.190
Bid Size: 40,000
2.230
Ask Size: 40,000
Union Pacific Corp 220.00 USD 1/18/2023 Call

Master data

WKN: TT3EK2
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Union Pacific Corp
Type: Warrant
Option type: Call
Strike price: 220.00 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: 7.69
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.34
Parity: -1.35
Time value: 2.18
Break-even: 202.94
Moneyness: 0.93
Premium: 0.21
Premium p.a.: 0.09
Spread abs.: 0.04
Spread %: 1.83%
Delta: 0.30
Theta: 0.00
Omega: 2.28
Rho: 0.59
 

Quote data

Open: 2.170
High: 2.170
Low: 2.170
Previous Close: 2.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.66%
1 Month  
+17.93%
3 Months  
+5.85%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.350 2.170
1M High / 1M Low: 2.550 1.800
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.258
Avg. volume 1W:   0.000
Avg. price 1M:   2.256
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -