HSBC WAR. CALL 25 AMZ/ DE000TT9CYK1 /
| 5/25/2022 3:35:01 PM | Chg.0.0000 | Bid4:17:36 PM | Ask4:17:36 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7100EUR | 0.00% | 0.7100 Bid Size: 200,000 |
0.7400 Ask Size: 200,000 |
Amazon.com | 5,000.00 USD | 1/15/2025 | Call |
Master data
| WKN: | TT9CYK |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Amazon.com |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 5,000.00 USD |
| Maturity: | 1/15/2025 |
| Issue date: | 10/14/2021 |
| Last trading day: | 1/14/2025 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 26.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.00 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.75 |
| Historic volatility: | 0.35 |
| Parity: | -27.19 |
| Time value: | 0.73 |
| Break-even: | 4,731.64 |
| Moneyness: | 0.42 |
| Premium: | 1.44 |
| Premium p.a.: | 0.40 |
| Spread abs.: | 0.03 |
| Spread %: | 4.11% |
| Delta: | 0.10 |
| Theta: | -0.04 |
| Omega: | 2.64 |
| Rho: | 3.17 |
Quote data
| Open: | 0.7100 |
|---|---|
| High: | 0.7100 |
| Low: | 0.7100 |
| Previous Close: | 0.7100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.41% | ||
|---|---|---|---|
| 1 Month | -69.79% | ||
| 3 Months | -70.04% | ||
| YTD | -80.28% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.8200 | 0.7100 |
|---|---|---|
| 1M High / 1M Low: | 2.3500 | 0.7100 |
| 6M High / 6M Low: | 4.7100 | 0.7100 |
| High (YTD): | 1/3/2022 | 3.5900 |
| Low (YTD): | 5/24/2022 | 0.7100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7720 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2109 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.6735 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 167.14% | |
| Volatility 6M: | 131.45% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |