HSBC WAR. CALL 12/25 SIE/ DE000TT5ZMN9 /
| 2024-04-24 4:35:17 PM | Chg.-0.0100 | Bid5:20:05 PM | Ask5:20:05 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1600EUR | -0.85% | 1.1300 Bid Size: 50,000 |
1.1500 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 210.00 EUR | 2025-12-17 | Call |
Master data
| WKN: | TT5ZMN |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 210.00 EUR |
| Maturity: | 2025-12-17 |
| Issue date: | 2021-03-09 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 14.73 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.18 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.22 |
| Parity: | -3.47 |
| Time value: | 1.19 |
| Break-even: | 221.90 |
| Moneyness: | 0.83 |
| Premium: | 0.27 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.03 |
| Spread %: | 2.59% |
| Delta: | 0.39 |
| Theta: | -0.02 |
| Omega: | 5.80 |
| Rho: | 0.94 |
Quote data
| Open: | 1.1700 |
|---|---|
| High: | 1.2200 |
| Low: | 1.1600 |
| Previous Close: | 1.1700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.65% | ||
|---|---|---|---|
| 1 Month | -4.13% | ||
| 3 Months | +36.47% | ||
| YTD | +14.85% | ||
| 1 Year | +36.47% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.1900 | 1.1300 |
|---|---|---|
| 1M High / 1M Low: | 1.2400 | 1.1000 |
| 6M High / 6M Low: | 1.6800 | 0.2200 |
| High (YTD): | 2024-03-15 | 1.6800 |
| Low (YTD): | 2024-01-17 | 0.6700 |
| 52W High: | 2024-03-15 | 1.6800 |
| 52W Low: | 2023-10-27 | 0.2200 |
| Avg. price 1W: | 1.1600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1695 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8944 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.7904 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 66.08% | |
| Volatility 6M: | 105.57% | |
| Volatility 1Y: | 107.71% | |
| Volatility 3Y: | - |
