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HSBC Call 170 SIE 18.12.2024/  DE000TT5J528  /

Frankfurt Zert./HSBC
24/05/2024  21:35:47 Chg.+0.080 Bid21:51:26 Ask21:51:26 Underlying Strike price Expiration date Option type
1.820EUR +4.60% 1.830
Bid Size: 20,000		 1.880
Ask Size: 20,000		 SIEMENS AG NA O.N. 170.00 EUR 18/12/2024 Call
 

Master data

WKN: TT5J52
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 170.00 EUR
Maturity: 18/12/2024
Issue date: 18/01/2021
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.43
Leverage: Yes

Calculated values

Fair value: 1.80
Intrinsic value: 0.73
Implied volatility: 0.24
Historic volatility: 0.23
Parity: 0.73
Time value: 1.15
Break-even: 188.80
Moneyness: 1.04
Premium: 0.06
Premium p.a.: 0.12
Spread abs.: 0.05
Spread %: 2.73%
Delta: 0.67
Theta: -0.04
Omega: 6.31
Rho: 0.57
 

Quote data

Open: 1.730
High: 1.860
Low: 1.720
Previous Close: 1.740
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+15.19%
1 Month
  -9.45%
3 Months
  -8.54%
YTD  
+8.98%
1 Year  
+8.98%
3 Years  
+76.70%
5 Years     -
10 Years     -
1W High / 1W Low: 1.820 1.550
1M High / 1M Low: 2.750 1.550
6M High / 6M Low: 2.760 0.810
High (YTD): 15/03/2024 2.760
Low (YTD): 17/01/2024 1.050
52W High: 15/03/2024 2.760
52W Low: 27/10/2023 0.220
Avg. price 1W:   1.660
Avg. volume 1W:   0.000
Avg. price 1M:   2.051
Avg. volume 1M:   300
Avg. price 6M:   1.710
Avg. volume 6M:   806.452
Avg. price 1Y:   1.262
Avg. volume 1Y:   392.157
Volatility 1M:   157.17%
Volatility 6M:   117.06%
Volatility 1Y:   133.61%
Volatility 3Y:   143.05%