HSBC WAR. CALL 12/24 SIE/ DE000TT5J528 /
| 2024-06-20 9:35:30 PM | Chg.+0.1000 | Bid9:59:55 PM | Ask9:59:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3400EUR | +8.06% | 1.3400 Bid Size: 20,000 |
1.3700 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 170.00 EUR | 2024-12-18 | Call |
Master data
| WKN: | TT5J52 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 170.00 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2021-01-18 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.25 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.17 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.23 |
| Parity: | -0.18 |
| Time value: | 1.27 |
| Break-even: | 182.70 |
| Moneyness: | 0.99 |
| Premium: | 0.09 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.03 |
| Spread %: | 2.42% |
| Delta: | 0.55 |
| Theta: | -0.04 |
| Omega: | 7.32 |
| Rho: | 0.40 |
Quote data
| Open: | 1.2500 |
|---|---|
| High: | 1.3600 |
| Low: | 1.2500 |
| Previous Close: | 1.2400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +16.52% | ||
|---|---|---|---|
| 1 Month | -16.77% | ||
| 3 Months | -31.28% | ||
| YTD | -19.76% | ||
| 1 Year | -23.86% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3400 | 1.1500 |
|---|---|---|
| 1M High / 1M Low: | 1.9600 | 1.1500 |
| 6M High / 6M Low: | 2.7600 | 1.0500 |
| High (YTD): | 2024-03-15 | 2.7600 |
| Low (YTD): | 2024-01-17 | 1.0500 |
| 52W High: | 2024-03-15 | 2.7600 |
| 52W Low: | 2023-10-27 | 0.2300 |
| Avg. price 1W: | 1.2520 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6217 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.7797 | |
| Avg. volume 6M: | 2.3840 | |
| Avg. price 1Y: | 1.2675 | |
| Avg. volume 1Y: | 1.1641 | |
| Volatility 1M: | 161.80% | |
| Volatility 6M: | 125.53% | |
| Volatility 1Y: | 134.44% | |
| Volatility 3Y: | - |
