HSBC WAR. CALL 12/25 SIE/ DE000TT5R091 /
2024-04-19 6:35:30 PM | Chg.-0.1000 | Bid7:01:16 PM | Ask7:01:16 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.7400EUR | -5.43% | 1.7500 Bid Size: 20,000 |
1.7800 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 190.00 EUR | 2025-12-17 | Call |
Master data
WKN: | TT5R09 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 190.00 EUR |
Maturity: | 2025-12-17 |
Issue date: | 2021-02-01 |
Last trading day: | 2025-12-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 9.54 |
Leverage: | Yes |
Calculated values
Fair value: | 1.86 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.22 |
Historic volatility: | 0.22 |
Parity: | -1.45 |
Time value: | 1.84 |
Break-even: | 208.40 |
Moneyness: | 0.92 |
Premium: | 0.19 |
Premium p.a.: | 0.11 |
Spread abs.: | 0.03 |
Spread %: | 1.66% |
Delta: | 0.53 |
Theta: | -0.02 |
Omega: | 5.09 |
Rho: | 1.25 |
Quote data
Open: | 1.7600 |
---|---|
High: | 1.7600 |
Low: | 1.7200 |
Previous Close: | 1.8400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +2.35% | ||
---|---|---|---|
1 Month | -3.33% | ||
3 Months | +52.63% | ||
YTD | +12.26% | ||
1 Year | +38.10% | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 1.8500 | 1.7000 |
---|---|---|
1M High / 1M Low: | 1.9600 | 1.7000 |
6M High / 6M Low: | 2.4800 | 0.3500 |
High (YTD): | 2024-03-15 | 2.4800 |
Low (YTD): | 2024-01-17 | 1.0600 |
52W High: | 2024-03-15 | 2.4800 |
52W Low: | 2023-10-26 | 0.3500 |
Avg. price 1W: | 1.7840 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.8171 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.3496 | |
Avg. volume 6M: | 1.0317 | |
Avg. price 1Y: | 1.1982 | |
Avg. volume 1Y: | .5078 | |
Volatility 1M: | 73.19% | |
Volatility 6M: | 99.56% | |
Volatility 1Y: | 102.98% | |
Volatility 3Y: | - |