HSBC Call 15 R6C0 18.12.2024
/ DE000TT4X0J4
HSBC Call 15 R6C0 18.12.2024/ DE000TT4X0J4 /
| 08/11/2024 08:36:31 |
Chg.-0.01 |
Bid12:00:34 |
Ask12:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.65EUR |
-0.60% |
1.63
Bid Size: 50,000 |
1.65
Ask Size: 50,000 |
SHELL PLC |
15.00 EUR |
18/12/2024 |
Call |
Master data
| WKN: |
TT4X0J |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
SHELL PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
18/12/2024 |
| Issue date: |
09/12/2020 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
1.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
1.67 |
| Implied volatility: |
1.34 |
| Historic volatility: |
0.17 |
| Parity: |
1.67 |
| Time value: |
0.02 |
| Break-even: |
31.90 |
| Moneyness: |
2.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
1.81% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
1.82 |
| Rho: |
0.02 |
Quote data
| Open: |
1.65 |
| High: |
1.65 |
| Low: |
1.65 |
| Previous Close: |
1.66 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.77% |
| 1 Month |
|
|
-0.60% |
| 3 Months |
|
|
-4.62% |
| YTD |
|
|
+13.01% |
| 1 Year |
|
|
+10.74% |
| 3 Years |
|
|
+223.53% |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.66 |
1.59 |
| 1M High / 1M Low: |
1.66 |
1.50 |
| 6M High / 6M Low: |
1.92 |
1.43 |
| High (YTD): |
15/04/2024 |
1.93 |
| Low (YTD): |
22/01/2024 |
1.29 |
| 52W High: |
15/04/2024 |
1.93 |
| 52W Low: |
22/01/2024 |
1.29 |
| Avg. price 1W: |
|
1.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.62 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
39.44% |
| Volatility 6M: |
|
37.42% |
| Volatility 1Y: |
|
33.34% |
| Volatility 3Y: |
|
59.32% |
