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HSBC Call 99.382 AIR 18.12.2024/  DE000TT5ZBR3  /

Frankfurt Zert./HSBC
2024-06-06  11:01:02 AM Chg.-0.020 Bid11:11:42 AM Ask11:11:42 AM Underlying Strike price Expiration date Option type
5.670EUR -0.35% 5.690
Bid Size: 50,000		 5.730
Ask Size: 50,000		 AIRBUS 99.382 EUR 2024-12-18 Call
 

Master data

WKN: TT5ZBR
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: AIRBUS
Type: Warrant
Option type: Call
Strike price: 99.38 EUR
Maturity: 2024-12-18
Issue date: 2021-03-09
Last trading day: 2024-12-17
Ratio: 9.94:1
Exercise type: American
Quanto: -
Gearing: 2.67
Leverage: Yes

Calculated values

Fair value: 5.61
Intrinsic value: 5.41
Implied volatility: 0.46
Historic volatility: 0.18
Parity: 5.41
Time value: 0.36
Break-even: 156.74
Moneyness: 1.54
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.06
Spread %: 1.05%
Delta: 0.94
Theta: -0.03
Omega: 2.50
Rho: 0.46
 

Quote data

Open: 5.740
High: 5.780
Low: 5.640
Previous Close: 5.690
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.25%
1 Month
  -7.50%
3 Months
  -6.44%
YTD  
+29.75%
1 Year  
+46.89%
3 Years  
+93.52%
5 Years     -
10 Years     -
1W High / 1W Low: 6.180 5.660
1M High / 1M Low: 6.630 5.660
6M High / 6M Low: 7.340 4.080
High (YTD): 2024-03-27 7.340
Low (YTD): 2024-01-03 4.100
52W High: 2024-03-27 7.340
52W Low: 2023-10-20 2.960
Avg. price 1W:   5.870
Avg. volume 1W:   0.000
Avg. price 1M:   6.223
Avg. volume 1M:   0.000
Avg. price 6M:   5.675
Avg. volume 6M:   0.000
Avg. price 1Y:   4.687
Avg. volume 1Y:   1.953
Volatility 1M:   38.75%
Volatility 6M:   49.43%
Volatility 1Y:   52.50%
Volatility 3Y:   74.52%