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HSBC Call 165 SIE 18.12.2024/  DE000TT5J510  /

Frankfurt Zert./HSBC
2024-05-27  10:51:01 AM Chg.+0.110 Bid10:53:43 AM Ask10:53:43 AM Underlying Strike price Expiration date Option type
2.280EUR +5.07% 2.260
Bid Size: 50,000		 2.280
Ask Size: 50,000		 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: 7.95
Leverage: Yes

Calculated values

Fair value: 2.11
Intrinsic value: 1.23
Implied volatility: 0.26
Historic volatility: 0.23
Parity: 1.23
Time value: 1.00
Break-even: 187.30
Moneyness: 1.07
Premium: 0.06
Premium p.a.: 0.10
Spread abs.: 0.05
Spread %: 2.29%
Delta: 0.72
Theta: -0.04
Omega: 5.73
Rho: 0.59
 

Quote data

Open: 2.160
High: 2.280
Low: 2.160
Previous Close: 2.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+21.93%
1 Month
  -2.98%
3 Months
  -5.79%
YTD  
+17.53%
1 Year  
+20.63%
3 Years  
+115.09%
5 Years     -
10 Years     -
1W High / 1W Low: 2.170 1.870
1M High / 1M Low: 3.130 1.870
6M High / 6M Low: 3.130 0.970
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:   1.994
Avg. volume 1W:   0.000
Avg. price 1M:   2.398
Avg. volume 1M:   0.000
Avg. price 6M:   1.995
Avg. volume 6M:   0.000
Avg. price 1Y:   1.473
Avg. volume 1Y:   0.000
Volatility 1M:   148.13%
Volatility 6M:   109.24%
Volatility 1Y:   128.76%
Volatility 3Y:   136.21%