HSBC WAR. CALL 12/25 SIE/ DE000TT5R091 /
| 02/05/2024 21:35:22 | Chg.-0.0600 | Bid21:58:21 | Ask21:58:21 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8000EUR | -3.23% | 1.7800 Bid Size: 20,000 |
1.8100 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 190.00 EUR | 17/12/2025 | Call |
Master data
| WKN: | TT5R09 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 190.00 EUR |
| Maturity: | 17/12/2025 |
| Issue date: | 01/02/2021 |
| Last trading day: | 16/12/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.51 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.86 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.22 |
| Parity: | -1.41 |
| Time value: | 1.85 |
| Break-even: | 208.50 |
| Moneyness: | 0.93 |
| Premium: | 0.19 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.03 |
| Spread %: | 1.65% |
| Delta: | 0.54 |
| Theta: | -0.02 |
| Omega: | 5.09 |
| Rho: | 1.23 |
Quote data
| Open: | 1.8600 |
|---|---|
| High: | 1.8600 |
| Low: | 1.7500 |
| Previous Close: | 1.8600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.27% | ||
|---|---|---|---|
| 1 Month | -0.55% | ||
| 3 Months | +35.34% | ||
| YTD | +16.13% | ||
| 1 Year | +45.16% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.9500 | 1.7600 |
|---|---|---|
| 1M High / 1M Low: | 1.9500 | 1.7000 |
| 6M High / 6M Low: | 2.4800 | 0.4200 |
| High (YTD): | 15/03/2024 | 2.4800 |
| Low (YTD): | 17/01/2024 | 1.0600 |
| 52W High: | 15/03/2024 | 2.4800 |
| 52W Low: | 26/10/2023 | 0.3500 |
| Avg. price 1W: | 1.8775 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.8114 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4570 | |
| Avg. volume 6M: | 1.0484 | |
| Avg. price 1Y: | 1.2174 | |
| Avg. volume 1Y: | .5078 | |
| Volatility 1M: | 77.59% | |
| Volatility 6M: | 96.86% | |
| Volatility 1Y: | 103.60% | |
| Volatility 3Y: | - |
