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HSBC Call 165 SIE 18.12.2024/  DE000TT5J510  /

EUWAX
6/17/2024  8:34:19 AM Chg.-0.34 Bid10:00:11 PM Ask10:00:11 PM Underlying Strike price Expiration date Option type
1.43EUR -19.21% -
Bid Size: -		 -
Ask Size: -		 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: 11.59
Leverage: Yes

Calculated values

Fair value: 1.29
Intrinsic value: 0.07
Implied volatility: 0.27
Historic volatility: 0.24
Parity: 0.07
Time value: 1.36
Break-even: 179.30
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 0.17
Spread abs.: 0.03
Spread %: 2.14%
Delta: 0.58
Theta: -0.04
Omega: 6.78
Rho: 0.42
 

Quote data

Open: 1.43
High: 1.43
Low: 1.43
Previous Close: 1.77
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.04%
1 Month
  -21.86%
3 Months
  -53.72%
YTD
  -23.53%
1 Year
  -35.59%
3 Years  
+17.21%
5 Years     -
10 Years     -
1W High / 1W Low: 2.13 1.43
1M High / 1M Low: 2.32 1.43
6M High / 6M Low: 3.14 1.25
High (YTD): 5/13/2024 3.14
Low (YTD): 1/17/2024 1.25
52W High: 5/13/2024 3.14
52W Low: 10/27/2023 0.27
Avg. price 1W:   1.83
Avg. volume 1W:   0.00
Avg. price 1M:   2.01
Avg. volume 1M:   0.00
Avg. price 6M:   2.07
Avg. volume 6M:   0.00
Avg. price 1Y:   1.48
Avg. volume 1Y:   0.00
Volatility 1M:   139.14%
Volatility 6M:   112.19%
Volatility 1Y:   129.87%
Volatility 3Y:   145.14%