HSBC WAR. CALL 12/25 SIE/ DE000TT5R083 /
| 2024-05-09 1:37:33 PM | Chg.+0.1200 | Bid3:27:30 PM | Ask3:27:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.4300EUR | +5.19% | 2.4600 Bid Size: 50,000 |
2.4800 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 185.00 EUR | 2025-12-17 | Call |
Master data
| WKN: | TT5R08 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 185.00 EUR |
| Maturity: | 2025-12-17 |
| Issue date: | 2021-02-01 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.83 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.39 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.22 |
| Parity: | -0.34 |
| Time value: | 2.32 |
| Break-even: | 208.20 |
| Moneyness: | 0.98 |
| Premium: | 0.15 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.03 |
| Spread %: | 1.31% |
| Delta: | 0.62 |
| Theta: | -0.03 |
| Omega: | 4.83 |
| Rho: | 1.43 |
Quote data
| Open: | 2.3100 |
|---|---|
| High: | 2.4300 |
| Low: | 2.3100 |
| Previous Close: | 2.3100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +21.50% | ||
|---|---|---|---|
| 1 Month | +23.98% | ||
| 3 Months | +52.83% | ||
| YTD | +40.46% | ||
| 1 Year | +65.31% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 2.3100 | 2.0000 |
|---|---|---|
| 1M High / 1M Low: | 2.3100 | 1.8900 |
| 6M High / 6M Low: | 2.7300 | 0.5100 |
| High (YTD): | 2024-03-15 | 2.7300 |
| Low (YTD): | 2024-01-17 | 1.1900 |
| 52W High: | 2024-03-15 | 2.7300 |
| 52W Low: | 2023-10-26 | 0.4000 |
| Avg. price 1W: | 2.1680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0552 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.6895 | |
| Avg. volume 6M: | 2.0161 | |
| Avg. price 1Y: | 1.3662 | |
| Avg. volume 1Y: | 1.9531 | |
| Volatility 1M: | 73.05% | |
| Volatility 6M: | 92.53% | |
| Volatility 1Y: | 100.98% | |
| Volatility 3Y: | - |
