HSBC WAR. CALL 12/25 SIE/ DE000TT5J551 /
| 6/10/2024 9:37:36 AM | Chg.-0.0800 | Bid9:46:48 AM | Ask9:46:48 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1900EUR | -3.52% | 2.1700 Bid Size: 50,000 |
2.1900 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 175.00 EUR | 12/17/2025 | Call |
Master data
| WKN: | TT5J55 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 175.00 EUR |
| Maturity: | 12/17/2025 |
| Issue date: | 1/18/2021 |
| Last trading day: | 12/16/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.65 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.39 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.23 |
| Parity: | -0.06 |
| Time value: | 2.28 |
| Break-even: | 197.80 |
| Moneyness: | 1.00 |
| Premium: | 0.13 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.03 |
| Spread %: | 1.33% |
| Delta: | 0.63 |
| Theta: | -0.02 |
| Omega: | 4.82 |
| Rho: | 1.33 |
Quote data
| Open: | 2.2700 |
|---|---|
| High: | 2.2700 |
| Low: | 2.1900 |
| Previous Close: | 2.2700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.98% | ||
|---|---|---|---|
| 1 Month | -33.64% | ||
| 3 Months | -27.24% | ||
| YTD | +2.82% | ||
| 1 Year | +4.78% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.5300 | 2.2700 |
|---|---|---|
| 1M High / 1M Low: | 3.3000 | 2.2100 |
| 6M High / 6M Low: | 3.3000 | 1.4900 |
| High (YTD): | 5/10/2024 | 3.3000 |
| Low (YTD): | 1/17/2024 | 1.4900 |
| 52W High: | 5/10/2024 | 3.3000 |
| 52W Low: | 10/26/2023 | 0.5100 |
| Avg. price 1W: | 2.3800 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.5243 | |
| Avg. volume 1M: | 23.8095 | |
| Avg. price 6M: | 2.3154 | |
| Avg. volume 6M: | 6.4516 | |
| Avg. price 1Y: | 1.7341 | |
| Avg. volume 1Y: | 3.4173 | |
| Volatility 1M: | 115.48% | |
| Volatility 6M: | 89.18% | |
| Volatility 1Y: | 99.98% | |
| Volatility 3Y: | - |
