HSBC WAR. CALL 12/25 SIE/ DE000TT5J544 /
| 2024-04-19 9:37:20 PM | Chg.-0.1200 | Bid9:59:50 PM | Ask9:59:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.6400EUR | -4.35% | 2.6200 Bid Size: 20,000 |
2.6500 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 170.00 EUR | 2025-12-17 | Call |
Master data
| WKN: | TT5J54 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 170.00 EUR |
| Maturity: | 2025-12-17 |
| Issue date: | 2021-01-18 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.34 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.80 |
|---|---|
| Intrinsic value: | 0.55 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.22 |
| Parity: | 0.55 |
| Time value: | 2.22 |
| Break-even: | 197.70 |
| Moneyness: | 1.03 |
| Premium: | 0.13 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.03 |
| Spread %: | 1.09% |
| Delta: | 0.69 |
| Theta: | -0.02 |
| Omega: | 4.34 |
| Rho: | 1.54 |
Quote data
| Open: | 2.6400 |
|---|---|
| High: | 2.6500 |
| Low: | 2.6100 |
| Previous Close: | 2.7600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.13% | ||
|---|---|---|---|
| 1 Month | -2.58% | ||
| 3 Months | +45.86% | ||
| YTD | +12.34% | ||
| 1 Year | +45.86% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 2.7800 | 2.5600 |
|---|---|---|
| 1M High / 1M Low: | 2.9400 | 2.5600 |
| 6M High / 6M Low: | 3.5900 | 0.5700 |
| High (YTD): | 2024-03-15 | 3.5900 |
| Low (YTD): | 2024-01-17 | 1.6800 |
| 52W High: | 2024-03-15 | 3.5900 |
| 52W Low: | 2023-10-26 | 0.5700 |
| Avg. price 1W: | 2.6840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.7376 | |
| Avg. volume 1M: | 16.6667 | |
| Avg. price 6M: | 2.0567 | |
| Avg. volume 6M: | 8.4127 | |
| Avg. price 1Y: | 1.8178 | |
| Avg. volume 1Y: | 4.1406 | |
| Volatility 1M: | 67.32% | |
| Volatility 6M: | 91.22% | |
| Volatility 1Y: | 94.67% | |
| Volatility 3Y: | - |
