HSBC WAR. CALL 12/25 SIE/ DE000TT5R083 /
| 2024-04-25 9:36:38 PM | Chg.-0.0400 | Bid9:59:39 PM | Ask9:59:39 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.9600EUR | -2.00% | 1.9400 Bid Size: 20,000 |
1.9700 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 185.00 EUR | 2025-12-17 | Call |
Master data
| WKN: | TT5R08 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 185.00 EUR |
| Maturity: | 2025-12-17 |
| Issue date: | 2021-02-01 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.69 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.00 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.22 |
| Parity: | -1.04 |
| Time value: | 2.01 |
| Break-even: | 205.10 |
| Moneyness: | 0.94 |
| Premium: | 0.17 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.03 |
| Spread %: | 1.52% |
| Delta: | 0.56 |
| Theta: | -0.02 |
| Omega: | 4.90 |
| Rho: | 1.29 |
Quote data
| Open: | 2.0000 |
|---|---|
| High: | 2.0100 |
| Low: | 1.9000 |
| Previous Close: | 2.0000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.92% | ||
|---|---|---|---|
| 1 Month | -2.49% | ||
| 3 Months | +31.54% | ||
| YTD | +13.29% | ||
| 1 Year | +47.37% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 2.0600 | 1.9400 |
|---|---|---|
| 1M High / 1M Low: | 2.1100 | 1.8900 |
| 6M High / 6M Low: | 2.7300 | 0.4000 |
| High (YTD): | 2024-03-15 | 2.7300 |
| Low (YTD): | 2024-01-17 | 1.1900 |
| 52W High: | 2024-03-15 | 2.7300 |
| 52W Low: | 2023-10-26 | 0.4000 |
| Avg. price 1W: | 2.0160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0100 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5509 | |
| Avg. volume 6M: | 2.9365 | |
| Avg. price 1Y: | 1.3399 | |
| Avg. volume 1Y: | 1.9531 | |
| Volatility 1M: | 63.49% | |
| Volatility 6M: | 96.42% | |
| Volatility 1Y: | 100.84% | |
| Volatility 3Y: | - |
