HSBC WAR. CALL 23 UNP/  DE000TT3EJY2  /

gettex Zettex2
11/27/2020  9:40:02 PM Chg.-0.130 Bid9:59:24 PM Ask9:59:24 PM Underlying Strike price Expiration date Option type
4.570EUR -2.77% 4.520
Bid Size: 40,000
4.600
Ask Size: 40,000
Union Pacific Corp 170.00 USD 1/18/2023 Call

Master data

WKN: TT3EJY
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Union Pacific Corp
Type: Warrant
Option type: Call
Strike price: 170.00 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: 3.74
Leverage: Yes

Calculated values

Fair value: 2.98
Intrinsic value: 2.98
Implied volatility: 0.92
Historic volatility: 0.35
Parity: 2.98
Time value: 1.62
Break-even: 188.13
Moneyness: 1.21
Premium: 0.09
Premium p.a.: 0.04
Spread abs.: 0.08
Spread %: 1.74%
Delta: 0.48
Theta: 0.00
Omega: 1.81
Rho: 0.80
 

Quote data

Open: 4.700
High: 4.700
Low: 4.570
Previous Close: 4.700
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.70%
1 Month  
+53.36%
3 Months  
+10.65%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.800 4.570
1M High / 1M Low: 4.800 2.960
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.678
Avg. volume 1W:   0.000
Avg. price 1M:   4.152
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   86.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -