HSBC WAR. CALL 12/24 SIE/ DE000TT5ZMK5 /
| 03/05/2024 21:36:12 | Chg.+0.0700 | Bid21:59:28 | Ask21:59:28 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8000EUR | +9.59% | 0.7700 Bid Size: 20,000 |
0.8000 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 195.00 EUR | 18/12/2024 | Call |
Master data
| WKN: | TT5ZMK |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 195.00 EUR |
| Maturity: | 18/12/2024 |
| Issue date: | 09/03/2021 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 22.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.74 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.22 |
| Parity: | -1.74 |
| Time value: | 0.80 |
| Break-even: | 203.00 |
| Moneyness: | 0.91 |
| Premium: | 0.14 |
| Premium p.a.: | 0.24 |
| Spread abs.: | 0.03 |
| Spread %: | 3.90% |
| Delta: | 0.39 |
| Theta: | -0.03 |
| Omega: | 8.60 |
| Rho: | 0.38 |
Quote data
| Open: | 0.7300 |
|---|---|
| High: | 0.8000 |
| Low: | 0.7200 |
| Previous Close: | 0.7300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.76% | ||
|---|---|---|---|
| 1 Month | +3.90% | ||
| 3 Months | +35.59% | ||
| YTD | +3.90% | ||
| 1 Year | +15.94% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.8300 | 0.7300 |
|---|---|---|
| 1M High / 1M Low: | 0.8400 | 0.7200 |
| 6M High / 6M Low: | 1.3600 | 0.1200 |
| High (YTD): | 15/03/2024 | 1.3600 |
| Low (YTD): | 17/01/2024 | 0.4400 |
| 52W High: | 15/03/2024 | 1.3600 |
| 52W Low: | 07/11/2023 | 0.1200 |
| Avg. price 1W: | 0.7825 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7743 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6696 | |
| Avg. volume 6M: | 52.8629 | |
| Avg. price 1Y: | 0.5655 | |
| Avg. volume 1Y: | 33.1172 | |
| Volatility 1M: | 107.66% | |
| Volatility 6M: | 142.40% | |
| Volatility 1Y: | 132.83% | |
| Volatility 3Y: | - |
