HSBC WAR. CALL 12/25 SIE/ DE000TT5R075 /
| 2024-09-20 9:37:23 PM | Chg.-0.1500 | Bid9:58:50 PM | Ask9:58:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2800EUR | -10.49% | 1.2700 Bid Size: 20,000 |
1.3000 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 180.00 EUR | 2025-12-17 | Call |
Master data
| WKN: | TT5R07 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 180.00 EUR |
| Maturity: | 2025-12-17 |
| Issue date: | 2021-02-01 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.49 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.24 |
| Parity: | -1.33 |
| Time value: | 1.30 |
| Break-even: | 193.00 |
| Moneyness: | 0.93 |
| Premium: | 0.16 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.03 |
| Spread %: | 2.36% |
| Delta: | 0.49 |
| Theta: | -0.02 |
| Omega: | 6.24 |
| Rho: | 0.84 |
Quote data
| Open: | 1.4000 |
|---|---|
| High: | 1.4000 |
| Low: | 1.2800 |
| Previous Close: | 1.4300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.67% | ||
|---|---|---|---|
| 1 Month | +4.07% | ||
| 3 Months | -22.42% | ||
| YTD | -33.33% | ||
| 1 Year | +82.86% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4300 | 1.1600 |
|---|---|---|
| 1M High / 1M Low: | 1.5400 | 1.1600 |
| 6M High / 6M Low: | 2.9800 | 0.9300 |
| High (YTD): | 2024-03-15 | 2.9900 |
| Low (YTD): | 2024-08-07 | 0.9300 |
| 52W High: | 2024-03-15 | 2.9900 |
| 52W Low: | 2023-10-26 | 0.4500 |
| Avg. price 1W: | 1.2920 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3191 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.8640 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.6498 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 93.53% | |
| Volatility 6M: | 108.64% | |
| Volatility 1Y: | 107.30% | |
| Volatility 3Y: | - |
