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HSBC Call 165 SIE 18.12.2024/  DE000TT5J510  /

EUWAX
22/05/2024  08:34:57 Chg.+0.03 Bid18:29:01 Ask18:29:01 Underlying Strike price Expiration date Option type
1.92EUR +1.59% 1.92
Bid Size: 20,000		 1.97
Ask Size: 20,000		 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: 8.73
Leverage: Yes

Calculated values

Fair value: 1.87
Intrinsic value: 0.86
Implied volatility: 0.25
Historic volatility: 0.23
Parity: 0.86
Time value: 1.13
Break-even: 184.90
Moneyness: 1.05
Premium: 0.06
Premium p.a.: 0.12
Spread abs.: 0.05
Spread %: 2.58%
Delta: 0.68
Theta: -0.04
Omega: 5.95
Rho: 0.57
 

Quote data

Open: 1.92
High: 1.92
Low: 1.92
Previous Close: 1.89
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.79%
1 Month
  -12.73%
3 Months
  -3.03%
YTD  
+2.67%
1 Year
  -2.04%
3 Years  
+62.71%
5 Years     -
10 Years     -
1W High / 1W Low: 2.90 1.83
1M High / 1M Low: 3.14 1.83
6M High / 6M Low: 3.14 0.93
High (YTD): 13/05/2024 3.14
Low (YTD): 17/01/2024 1.25
52W High: 13/05/2024 3.14
52W Low: 27/10/2023 0.27
Avg. price 1W:   2.21
Avg. volume 1W:   0.00
Avg. price 1M:   2.39
Avg. volume 1M:   0.00
Avg. price 6M:   1.96
Avg. volume 6M:   0.00
Avg. price 1Y:   1.47
Avg. volume 1Y:   0.00
Volatility 1M:   134.90%
Volatility 6M:   103.01%
Volatility 1Y:   126.39%
Volatility 3Y:   143.73%