HSBC WAR. CALL 23 UNP/  DE000TT3EK46  /

gettex Zettex2
12/2/2020  5:40:01 PM Chg.-0.040 Bid6:03:13 PM Ask6:03:13 PM Underlying Strike price Expiration date Option type
1.430EUR -2.72% 1.410
Bid Size: 40,000
1.450
Ask Size: 40,000
Union Pacific Corp 250.00 USD 1/18/2023 Call

Master data

WKN: TT3EK4
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Union Pacific Corp
Type: Warrant
Option type: Call
Strike price: 250.00 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: 11.48
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.34
Parity: -3.94
Time value: 1.46
Break-even: 221.71
Moneyness: 0.81
Premium: 0.32
Premium p.a.: 0.14
Spread abs.: 0.04
Spread %: 2.74%
Delta: 0.22
Theta: 0.00
Omega: 2.53
Rho: 0.47
 

Quote data

Open: 1.430
High: 1.430
Low: 1.430
Previous Close: 1.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month  
+44.44%
3 Months
  -3.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.560 1.470
1M High / 1M Low: 1.700 0.990
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.520
Avg. volume 1W:   0.000
Avg. price 1M:   1.443
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -