HSBC WAR. CALL 12/24 SIE/ DE000TT5J528 /
| 2024-04-19 9:35:00 PM | Chg.-0.1200 | Bid9:59:12 PM | Ask9:59:12 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8100EUR | -6.22% | 1.7900 Bid Size: 20,000 |
1.8200 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 170.00 EUR | 2024-12-18 | Call |
Master data
| WKN: | TT5J52 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 170.00 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2021-01-18 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.09 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.77 |
|---|---|
| Intrinsic value: | 0.55 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.22 |
| Parity: | 0.55 |
| Time value: | 1.38 |
| Break-even: | 189.30 |
| Moneyness: | 1.03 |
| Premium: | 0.08 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.03 |
| Spread %: | 1.58% |
| Delta: | 0.65 |
| Theta: | -0.04 |
| Omega: | 5.91 |
| Rho: | 0.63 |
Quote data
| Open: | 1.8100 |
|---|---|
| High: | 1.8400 |
| Low: | 1.7800 |
| Previous Close: | 1.9300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.43% | ||
|---|---|---|---|
| 1 Month | -14.22% | ||
| 3 Months | +57.39% | ||
| YTD | +8.38% | ||
| 1 Year | +47.15% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.9500 | 1.8100 |
|---|---|---|
| 1M High / 1M Low: | 2.1100 | 1.7500 |
| 6M High / 6M Low: | 2.7600 | 0.2300 |
| High (YTD): | 2024-03-15 | 2.7600 |
| Low (YTD): | 2024-01-17 | 1.0500 |
| 52W High: | 2024-03-15 | 2.7600 |
| 52W Low: | 2023-10-27 | 0.2300 |
| Avg. price 1W: | 1.8700 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9138 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3992 | |
| Avg. volume 6M: | 2.3651 | |
| Avg. price 1Y: | 1.2180 | |
| Avg. volume 1Y: | 1.1641 | |
| Volatility 1M: | 82.05% | |
| Volatility 6M: | 130.20% | |
| Volatility 1Y: | 124.22% | |
| Volatility 3Y: | - |
