HSBC WAR. CALL 12/25 SIE/ DE000TT5ZMN9 /
2024-04-26 8:00:54 AM | Chg.+0.0200 | Bid9:12:03 AM | Ask9:12:03 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.1500EUR | +1.77% | 1.1800 Bid Size: 50,000 |
1.2000 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: | 15.10 |
Leverage: | Yes |
Calculated values
Fair value: | 1.11 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.22 |
Historic volatility: | 0.22 |
Parity: | -3.63 |
Time value: | 1.15 |
Break-even: | 221.50 |
Moneyness: | 0.83 |
Premium: | 0.28 |
Premium p.a.: | 0.16 |
Spread abs.: | 0.03 |
Spread %: | 2.68% |
Delta: | 0.38 |
Theta: | -0.02 |
Omega: | 5.80 |
Rho: | 0.91 |
Quote data
Open: | 1.1500 |
---|---|
High: | 1.1500 |
Low: | 1.1500 |
Previous Close: | 1.1300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +1.77% | ||
---|---|---|---|
1 Month | -2.54% | ||
3 Months | +32.18% | ||
YTD | +13.86% | ||
1 Year | +43.75% | ||
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: | 1.1540 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.1662 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.9084 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.7927 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 65.00% | |
Volatility 6M: | 103.10% | |
Volatility 1Y: | 107.57% | |
Volatility 3Y: | - |