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HSBC Call 165 SIE 18.12.2024/  DE000TT5J510  /

Frankfurt Zert./HSBC
6/18/2024  9:35:28 PM Chg.-0.010 Bid9:55:26 PM Ask9:55:26 PM Underlying Strike price Expiration date Option type
1.550EUR -0.64% 1.540
Bid Size: 20,000		 1.570
Ask Size: 20,000		 SIEMENS AG NA O.N. 165.00 EUR 12/18/2024 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: 12/18/2024
Issue date: 1/18/2021
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.44
Leverage: Yes

Calculated values

Fair value: 1.42
Intrinsic value: 0.31
Implied volatility: 0.28
Historic volatility: 0.24
Parity: 0.31
Time value: 1.30
Break-even: 181.10
Moneyness: 1.02
Premium: 0.08
Premium p.a.: 0.16
Spread abs.: 0.03
Spread %: 1.90%
Delta: 0.61
Theta: -0.04
Omega: 6.39
Rho: 0.44
 

Quote data

Open: 1.630
High: 1.670
Low: 1.490
Previous Close: 1.560
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.30%
1 Month
  -18.42%
3 Months
  -47.64%
YTD
  -20.10%
1 Year
  -30.18%
3 Years  
+39.64%
5 Years     -
10 Years     -
1W High / 1W Low: 2.150 1.410
1M High / 1M Low: 2.290 1.410
6M High / 6M Low: 3.130 1.250
High (YTD): 5/10/2024 3.130
Low (YTD): 1/17/2024 1.250
52W High: 5/10/2024 3.130
52W Low: 10/27/2023 0.270
Avg. price 1W:   1.734
Avg. volume 1W:   0.000
Avg. price 1M:   1.983
Avg. volume 1M:   0.000
Avg. price 6M:   2.068
Avg. volume 6M:   0.000
Avg. price 1Y:   1.475
Avg. volume 1Y:   0.000
Volatility 1M:   151.55%
Volatility 6M:   119.57%
Volatility 1Y:   132.95%
Volatility 3Y:   137.62%