HSBC WAR. CALL 12/25 SIE/ DE000TT5J536 /
2024-03-28 3:36:41 PM | Chg.+0.0100 | Bid3:44:04 PM | Ask3:44:04 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.1600EUR | +0.32% | 3.1500 Bid Size: 50,000 |
3.1700 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 165.00 EUR | 2025-12-17 | Call |
Master data
WKN: | TT5J53 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 165.00 EUR |
Maturity: | 2025-12-17 |
Issue date: | 2021-01-18 |
Last trading day: | 2025-12-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 5.56 |
Leverage: | Yes |
Calculated values
Fair value: | 3.24 |
---|---|
Intrinsic value: | 1.19 |
Implied volatility: | 0.21 |
Historic volatility: | 0.22 |
Parity: | 1.19 |
Time value: | 1.99 |
Break-even: | 196.80 |
Moneyness: | 1.07 |
Premium: | 0.11 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.03 |
Spread %: | 0.95% |
Delta: | 0.73 |
Theta: | -0.02 |
Omega: | 4.08 |
Rho: | 1.69 |
Quote data
Open: | 3.1500 |
---|---|
High: | 3.2200 |
Low: | 3.1500 |
Previous Close: | 3.1500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +4.29% | ||
---|---|---|---|
1 Month | -8.41% | ||
3 Months | +23.92% | ||
YTD | +21.54% | ||
1 Year | +65.45% | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 3.1500 | 3.0100 |
---|---|---|
1M High / 1M Low: | 3.8900 | 2.9900 |
6M High / 6M Low: | 3.8900 | 0.6300 |
High (YTD): | 2024-03-15 | 3.8900 |
Low (YTD): | 2024-01-17 | 1.8900 |
52W High: | 2024-03-15 | 3.8900 |
52W Low: | 2023-10-26 | 0.6300 |
Avg. price 1W: | 3.0600 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.4319 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.0436 | |
Avg. volume 6M: | 3.9370 | |
Avg. price 1Y: | 1.9504 | |
Avg. volume 1Y: | 1.9531 | |
Volatility 1M: | 98.62% | |
Volatility 6M: | 96.02% | |
Volatility 1Y: | 93.87% | |
Volatility 3Y: | - |