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HSBC Call 190 SIE 18.12.2024/  DE000TT5ZMJ7  /

EUWAX
5/23/2024  11:23:18 AM Chg.+0.080 Bid5:36:07 PM Ask5:36:07 PM Underlying Strike price Expiration date Option type
0.780EUR +11.43% 0.850
Bid Size: 20,000		 0.900
Ask Size: 20,000		 SIEMENS AG NA O.N. 190.00 EUR 12/18/2024 Call
 

Master data

WKN: TT5ZMJ
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 190.00 EUR
Maturity: 12/18/2024
Issue date: 3/9/2021
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 23.16
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.23
Parity: -1.63
Time value: 0.75
Break-even: 197.50
Moneyness: 0.91
Premium: 0.14
Premium p.a.: 0.25
Spread abs.: 0.05
Spread %: 7.14%
Delta: 0.38
Theta: -0.03
Omega: 8.89
Rho: 0.34
 

Quote data

Open: 0.710
High: 0.780
Low: 0.710
Previous Close: 0.700
Turnover: 3,744
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.22%
1 Month
  -17.89%
3 Months
  -17.02%
YTD
  -9.30%
1 Year
  -16.13%
3 Years  
+6.85%
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.660
1M High / 1M Low: 1.490 0.660
6M High / 6M Low: 1.570 0.390
High (YTD): 3/18/2024 1.570
Low (YTD): 1/17/2024 0.510
52W High: 3/18/2024 1.570
52W Low: 11/3/2023 0.120
Avg. price 1W:   0.730
Avg. volume 1W:   2,440
Avg. price 1M:   0.997
Avg. volume 1M:   580.952
Avg. price 6M:   0.865
Avg. volume 6M:   98.387
Avg. price 1Y:   0.659
Avg. volume 1Y:   47.656
Volatility 1M:   188.87%
Volatility 6M:   136.03%
Volatility 1Y:   146.08%
Volatility 3Y:   165.61%