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HSBC Call 165 SIE 18.12.2024/  DE000TT5J510  /

EUWAX
20/09/2024  08:33:18 Chg.+0.12 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
1.17EUR +11.43% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 165.00 EUR 18/12/2024 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: 18/12/2024
Issue date: 18/01/2021
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.16
Leverage: Yes

Calculated values

Fair value: 1.13
Intrinsic value: 0.49
Implied volatility: 0.26
Historic volatility: 0.24
Parity: 0.49
Time value: 0.71
Break-even: 177.00
Moneyness: 1.03
Premium: 0.04
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 2.56%
Delta: 0.64
Theta: -0.05
Omega: 9.06
Rho: 0.24
 

Quote data

Open: 1.17
High: 1.17
Low: 1.17
Previous Close: 1.05
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month  
+27.17%
3 Months
  -29.52%
YTD
  -37.43%
1 Year  
+120.75%
3 Years
  -4.10%
5 Years     -
10 Years     -
1W High / 1W Low: 1.17 0.83
1M High / 1M Low: 1.30 0.81
6M High / 6M Low: 3.14 0.67
High (YTD): 13/05/2024 3.14
Low (YTD): 13/08/2024 0.67
52W High: 13/05/2024 3.14
52W Low: 27/10/2023 0.27
Avg. price 1W:   0.98
Avg. volume 1W:   0.00
Avg. price 1M:   1.02
Avg. volume 1M:   0.00
Avg. price 6M:   1.75
Avg. volume 6M:   0.00
Avg. price 1Y:   1.55
Avg. volume 1Y:   0.00
Volatility 1M:   132.83%
Volatility 6M:   146.64%
Volatility 1Y:   142.07%
Volatility 3Y:   149.80%