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HSBC Call 165 SIE 18.12.2024/  DE000TT5J510  /

Frankfurt Zert./HSBC
10/07/2024  18:00:34 Chg.+0.210 Bid10/07/2024 Ask10/07/2024 Underlying Strike price Expiration date Option type
1.970EUR +11.93% 1.970
Bid Size: 20,000		 2.000
Ask Size: 20,000		 SIEMENS AG NA O.N. 165.00 EUR 18/12/2024 Call
 

Master data

WKN: TT5J51
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 165.00 EUR
Maturity: 18/12/2024
Issue date: 18/01/2021
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.68
Leverage: Yes

Calculated values

Fair value: 1.66
Intrinsic value: 0.83
Implied volatility: 0.26
Historic volatility: 0.23
Parity: 0.83
Time value: 0.96
Break-even: 182.90
Moneyness: 1.05
Premium: 0.06
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 1.70%
Delta: 0.68
Theta: -0.04
Omega: 6.55
Rho: 0.44
 

Quote data

Open: 1.760
High: 1.980
Low: 1.760
Previous Close: 1.760
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.96%
1 Month  
+2.07%
3 Months
  -9.22%
YTD  
+1.55%
1 Year  
+79.09%
3 Years  
+118.89%
5 Years     -
10 Years     -
1W High / 1W Low: 2.070 1.760
1M High / 1M Low: 2.150 1.410
6M High / 6M Low: 3.130 1.250
High (YTD): 10/05/2024 3.130
Low (YTD): 17/01/2024 1.250
52W High: 10/05/2024 3.130
52W Low: 27/10/2023 0.270
Avg. price 1W:   1.998
Avg. volume 1W:   0.000
Avg. price 1M:   1.792
Avg. volume 1M:   0.000
Avg. price 6M:   2.079
Avg. volume 6M:   0.000
Avg. price 1Y:   1.490
Avg. volume 1Y:   0.000
Volatility 1M:   165.29%
Volatility 6M:   121.70%
Volatility 1Y:   132.24%
Volatility 3Y:   138.40%