OverviewChartNewsTraderScreen

HSBC Call 22 R6C0 18.12.2024/  DE000TT4X0N6  /

EUWAX
08/11/2024  08:36:31 Chg.-0.010 Bid11:34:47 Ask11:34:47 Underlying Strike price Expiration date Option type
0.960EUR -1.03% 0.950
Bid Size: 50,000		 0.970
Ask Size: 50,000		 SHELL PLC 22.00 EUR 18/12/2024 Call
 

Master data

WKN: TT4X0N
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SHELL PLC
Type: Warrant
Option type: Call
Strike price: 22.00 EUR
Maturity: 18/12/2024
Issue date: 09/12/2020
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.17
Leverage: Yes

Calculated values

Fair value: 0.97
Intrinsic value: 0.97
Implied volatility: 0.80
Historic volatility: 0.17
Parity: 0.97
Time value: 0.03
Break-even: 32.00
Moneyness: 1.44
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 3.09%
Delta: 0.94
Theta: -0.01
Omega: 2.97
Rho: 0.02
 

Quote data

Open: 0.960
High: 0.960
Low: 0.960
Previous Close: 0.970
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.49%
1 Month
  -2.04%
3 Months
  -8.57%
YTD  
+23.08%
1 Year  
+18.52%
3 Years  
+433.33%
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.910
1M High / 1M Low: 0.980 0.820
6M High / 6M Low: 1.240 0.760
High (YTD): 14/05/2024 1.240
Low (YTD): 22/01/2024 0.620
52W High: 14/05/2024 1.240
52W Low: 22/01/2024 0.620
Avg. price 1W:   0.933
Avg. volume 1W:   0.000
Avg. price 1M:   0.899
Avg. volume 1M:   0.000
Avg. price 6M:   1.028
Avg. volume 6M:   0.000
Avg. price 1Y:   0.940
Avg. volume 1Y:   19.685
Volatility 1M:   65.27%
Volatility 6M:   61.15%
Volatility 1Y:   55.60%
Volatility 3Y:   86.64%