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HSBC Call 165 SIE 18.12.2024/  DE000TT5J510  /

Frankfurt Zert./HSBC
2024-06-25  9:35:21 PM Chg.-0.020 Bid9:38:04 PM Ask9:38:04 PM Underlying Strike price Expiration date Option type
1.600EUR -1.23% 1.600
Bid Size: 20,000		 1.630
Ask Size: 20,000		 SIEMENS AG NA O.N. 165.00 EUR 2024-12-18 Call
 

Master data

WKN: TT5J51
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 165.00 EUR
Maturity: 2024-12-18
Issue date: 2021-01-18
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.43
Leverage: Yes

Calculated values

Fair value: 1.58
Intrinsic value: 0.60
Implied volatility: 0.25
Historic volatility: 0.24
Parity: 0.60
Time value: 1.04
Break-even: 181.40
Moneyness: 1.04
Premium: 0.06
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 1.86%
Delta: 0.65
Theta: -0.04
Omega: 6.82
Rho: 0.46
 

Quote data

Open: 1.650
High: 1.680
Low: 1.580
Previous Close: 1.620
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.23%
1 Month
  -26.27%
3 Months
  -26.94%
YTD
  -17.53%
1 Year
  -10.61%
3 Years  
+40.35%
5 Years     -
10 Years     -
1W High / 1W Low: 1.650 1.530
1M High / 1M Low: 2.290 1.410
6M High / 6M Low: 3.130 1.250
High (YTD): 2024-05-10 3.130
Low (YTD): 2024-01-17 1.250
52W High: 2024-05-10 3.130
52W Low: 2023-10-27 0.270
Avg. price 1W:   1.578
Avg. volume 1W:   0.000
Avg. price 1M:   1.884
Avg. volume 1M:   0.000
Avg. price 6M:   2.061
Avg. volume 6M:   0.000
Avg. price 1Y:   1.467
Avg. volume 1Y:   0.000
Volatility 1M:   150.06%
Volatility 6M:   119.40%
Volatility 1Y:   133.03%
Volatility 3Y:   137.70%