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HSBC Call 15 R6C0 18.12.2024/  DE000TT4X0J4  /

Frankfurt Zert./HSBC
2024-11-08  2:00:35 PM Chg.-0.030 Bid2:10:47 PM Ask2:10:47 PM Underlying Strike price Expiration date Option type
1.630EUR -1.81% 1.640
Bid Size: 50,000		 1.660
Ask Size: 50,000		 SHELL PLC 15.00 EUR 2024-12-18 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: 2024-12-18
Issue date: 2020-12-09
Last trading day: 2024-12-17
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: 1.660
High: 1.660
Low: 1.630
Previous Close: 1.660
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.88%
1 Month  
+2.52%
3 Months
  -6.86%
YTD  
+8.67%
1 Year  
+9.40%
3 Years  
+226.00%
5 Years     -
10 Years     -
1W High / 1W Low: 1.660 1.590
1M High / 1M Low: 1.660 1.500
6M High / 6M Low: 1.920 1.420
High (YTD): 2024-05-13 1.920
Low (YTD): 2024-01-19 1.280
52W High: 2024-05-13 1.920
52W Low: 2024-01-19 1.280
Avg. price 1W:   1.620
Avg. volume 1W:   0.000
Avg. price 1M:   1.582
Avg. volume 1M:   0.000
Avg. price 6M:   1.704
Avg. volume 6M:   0.000
Avg. price 1Y:   1.620
Avg. volume 1Y:   0.000
Volatility 1M:   36.79%
Volatility 6M:   35.10%
Volatility 1Y:   31.65%
Volatility 3Y:   56.93%