HSBC WAR. CALL 12/24 SIE/ DE000TT5J510 /
| 2024-04-19 9:35:37 PM | Chg.-0.1100 | Bid9:59:23 PM | Ask9:59:23 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1400EUR | -4.89% | 2.1100 Bid Size: 20,000 |
2.1400 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 165.00 EUR | 2024-12-18 | Call |
Master data
| WKN: | TT5J51 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 165.00 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2021-01-18 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.80 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.08 |
|---|---|
| Intrinsic value: | 1.05 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.22 |
| Parity: | 1.05 |
| Time value: | 1.20 |
| Break-even: | 187.50 |
| Moneyness: | 1.06 |
| Premium: | 0.07 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.03 |
| Spread %: | 1.35% |
| Delta: | 0.70 |
| Theta: | -0.04 |
| Omega: | 5.46 |
| Rho: | 0.67 |
Quote data
| Open: | 2.1200 |
|---|---|
| High: | 2.1400 |
| Low: | 2.1000 |
| Previous Close: | 2.2500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.90% | ||
|---|---|---|---|
| 1 Month | -2.28% | ||
| 3 Months | +56.20% | ||
| YTD | +9.74% | ||
| 1 Year | +50.70% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 2.2700 | 2.0400 |
|---|---|---|
| 1M High / 1M Low: | 2.4300 | 2.0400 |
| 6M High / 6M Low: | 3.1200 | 0.2800 |
| High (YTD): | 2024-03-15 | 3.1200 |
| Low (YTD): | 2024-01-17 | 1.2500 |
| 52W High: | 2024-03-15 | 3.1200 |
| 52W Low: | 2023-10-26 | 0.2800 |
| Avg. price 1W: | 2.1680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.2276 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.6206 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.4142 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 86.08% | |
| Volatility 6M: | 123.45% | |
| Volatility 1Y: | 118.90% | |
| Volatility 3Y: | - |
