HSBC WAR. CALL 12/25 SIE/ DE000TT5J551 /
| 2024-05-03 9:37:36 PM | Chg.+0.1100 | Bid9:59:57 PM | Ask9:59:57 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.5700EUR | +4.47% | 2.5600 Bid Size: 20,000 |
2.5900 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 175.00 EUR | 2025-12-17 | Call |
Master data
| WKN: | TT5J55 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 175.00 EUR |
| Maturity: | 2025-12-17 |
| Issue date: | 2021-01-18 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.86 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.65 |
|---|---|
| Intrinsic value: | 0.26 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.22 |
| Parity: | 0.26 |
| Time value: | 2.33 |
| Break-even: | 200.90 |
| Moneyness: | 1.01 |
| Premium: | 0.13 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.03 |
| Spread %: | 1.17% |
| Delta: | 0.66 |
| Theta: | -0.02 |
| Omega: | 4.55 |
| Rho: | 1.49 |
Quote data
| Open: | 2.4700 |
|---|---|
| High: | 2.5700 |
| Low: | 2.4400 |
| Previous Close: | 2.4600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.28% | ||
|---|---|---|---|
| 1 Month | +8.90% | ||
| 3 Months | +43.58% | ||
| YTD | +20.66% | ||
| 1 Year | +47.70% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 2.6300 | 2.4600 |
|---|---|---|
| 1M High / 1M Low: | 2.6300 | 2.3200 |
| 6M High / 6M Low: | 3.2700 | 0.5900 |
| High (YTD): | 2024-03-15 | 3.2700 |
| Low (YTD): | 2024-01-17 | 1.4900 |
| 52W High: | 2024-03-15 | 3.2700 |
| 52W Low: | 2023-10-26 | 0.5100 |
| Avg. price 1W: | 2.5500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.4685 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.0293 | |
| Avg. volume 6M: | 2.4194 | |
| Avg. price 1Y: | 1.6749 | |
| Avg. volume 1Y: | 1.4431 | |
| Volatility 1M: | 67.77% | |
| Volatility 6M: | 91.74% | |
| Volatility 1Y: | 97.43% | |
| Volatility 3Y: | - |
