HSBC WAR. CALL 12/25 SIE/ DE000TT5R083 /
| 03/05/2024 21:37:00 | Chg.+0.1000 | Bid21:59:48 | Ask21:59:48 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1000EUR | +5.00% | 2.0800 Bid Size: 20,000 |
2.1100 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 185.00 EUR | 17/12/2025 | Call |
Master data
| WKN: | TT5R08 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 185.00 EUR |
| Maturity: | 17/12/2025 |
| Issue date: | 01/02/2021 |
| Last trading day: | 16/12/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.42 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.16 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.22 |
| Parity: | -0.74 |
| Time value: | 2.11 |
| Break-even: | 206.10 |
| Moneyness: | 0.96 |
| Premium: | 0.16 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.03 |
| Spread %: | 1.44% |
| Delta: | 0.59 |
| Theta: | -0.02 |
| Omega: | 4.93 |
| Rho: | 1.35 |
Quote data
| Open: | 2.0000 |
|---|---|
| High: | 2.1000 |
| Low: | 1.9800 |
| Previous Close: | 2.0000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.78% | ||
|---|---|---|---|
| 1 Month | +8.81% | ||
| 3 Months | +46.85% | ||
| YTD | +21.39% | ||
| 1 Year | +44.83% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 2.1600 | 2.0000 |
|---|---|---|
| 1M High / 1M Low: | 2.1600 | 1.8900 |
| 6M High / 6M Low: | 2.7300 | 0.4700 |
| High (YTD): | 15/03/2024 | 2.7300 |
| Low (YTD): | 17/01/2024 | 1.1900 |
| 52W High: | 15/03/2024 | 2.7300 |
| 52W Low: | 26/10/2023 | 0.4000 |
| Avg. price 1W: | 2.0825 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0170 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.6467 | |
| Avg. volume 6M: | 2.0161 | |
| Avg. price 1Y: | 1.3565 | |
| Avg. volume 1Y: | 1.9608 | |
| Volatility 1M: | 73.72% | |
| Volatility 6M: | 93.79% | |
| Volatility 1Y: | 101.04% | |
| Volatility 3Y: | - |
