HSBC WAR. CALL 12/25 SIE/ DE000TT5R075 /
| 2024-04-16 2:36:02 PM | Chg.-0.0500 | Bid3:02:29 PM | Ask3:02:29 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2300EUR | -2.19% | 2.2200 Bid Size: 50,000 |
2.2400 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 180.00 EUR | 2025-12-17 | Call |
Master data
| WKN: | TT5R07 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 180.00 EUR |
| Maturity: | 2025-12-17 |
| Issue date: | 2021-02-01 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.75 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.32 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.22 |
| Parity: | -0.41 |
| Time value: | 2.27 |
| Break-even: | 202.70 |
| Moneyness: | 0.98 |
| Premium: | 0.15 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.03 |
| Spread %: | 1.34% |
| Delta: | 0.61 |
| Theta: | -0.02 |
| Omega: | 4.75 |
| Rho: | 1.42 |
Quote data
| Open: | 2.2500 |
|---|---|
| High: | 2.2500 |
| Low: | 2.1400 |
| Previous Close: | 2.2800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.77% | ||
|---|---|---|---|
| 1 Month | -25.42% | ||
| 3 Months | +55.94% | ||
| YTD | +16.15% | ||
| 1 Year | +49.66% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 2.2800 | 2.1000 |
|---|---|---|
| 1M High / 1M Low: | 2.8900 | 2.1000 |
| 6M High / 6M Low: | 2.9900 | 0.4500 |
| High (YTD): | 2024-03-15 | 2.9900 |
| Low (YTD): | 2024-01-17 | 1.3400 |
| 52W High: | 2024-03-15 | 2.9900 |
| 52W Low: | 2023-10-26 | 0.4500 |
| Avg. price 1W: | 2.2080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.2805 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.6334 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.4694 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 108.39% | |
| Volatility 6M: | 97.38% | |
| Volatility 1Y: | 99.23% | |
| Volatility 3Y: | - |
