HSBC WAR. CALL 12/25 SIE/ DE000TT5R075 /
| 2024-05-22 9:36:42 PM | Chg.+0.0300 | Bid9:58:45 PM | Ask9:58:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0300EUR | +1.50% | 1.9800 Bid Size: 20,000 |
2.0300 Ask Size: 20,000 |
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: | 8.51 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.17 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.23 |
| Parity: | -0.64 |
| Time value: | 2.04 |
| Break-even: | 200.40 |
| Moneyness: | 0.96 |
| Premium: | 0.15 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.05 |
| Spread %: | 2.51% |
| Delta: | 0.59 |
| Theta: | -0.02 |
| Omega: | 5.01 |
| Rho: | 1.29 |
Quote data
| Open: | 2.0000 |
|---|---|
| High: | 2.0600 |
| Low: | 2.0000 |
| Previous Close: | 2.0000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.69% | ||
|---|---|---|---|
| 1 Month | -10.18% | ||
| 3 Months | -11.74% | ||
| YTD | +5.73% | ||
| 1 Year | +14.69% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.1300 | 1.9900 |
|---|---|---|
| 1M High / 1M Low: | 2.9800 | 1.9900 |
| 6M High / 6M Low: | 2.9900 | 1.1000 |
| 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: | 2.0300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3952 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.0066 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.5476 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 115.97% | |
| Volatility 6M: | 89.46% | |
| Volatility 1Y: | 102.05% | |
| Volatility 3Y: | - |
