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HSBC Call 55 BMW 18.12.2024/  DE000TT02GU6  /

Frankfurt Zert./HSBC
04/11/2024  21:35:19 Chg.-0.020 Bid21:54:59 Ask21:54:59 Underlying Strike price Expiration date Option type
1.800EUR -1.10% 1.790
Bid Size: 20,000		 1.830
Ask Size: 20,000		 BAY.MOTOREN WERKE AG... 55.00 EUR 18/12/2024 Call
 

Master data

WKN: TT02GU
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BAY.MOTOREN WERKE AG ST
Type: Warrant
Option type: Call
Strike price: 55.00 EUR
Maturity: 18/12/2024
Issue date: 02/03/2020
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.91
Leverage: Yes

Calculated values

Fair value: 1.84
Intrinsic value: 1.82
Implied volatility: 0.55
Historic volatility: 0.26
Parity: 1.82
Time value: 0.05
Break-even: 73.70
Moneyness: 1.33
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.04
Spread %: 2.19%
Delta: 0.95
Theta: -0.02
Omega: 3.71
Rho: 0.06
 

Quote data

Open: 1.860
High: 1.930
Low: 1.790
Previous Close: 1.820
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.04%
1 Month
  -23.08%
3 Months
  -36.84%
YTD
  -61.29%
1 Year
  -54.31%
3 Years
  -48.28%
5 Years     -
10 Years     -
1W High / 1W Low: 2.070 1.770
1M High / 1M Low: 2.340 1.770
6M High / 6M Low: 4.950 1.560
High (YTD): 08/04/2024 5.950
Low (YTD): 10/09/2024 1.560
52W High: 08/04/2024 5.950
52W Low: 10/09/2024 1.560
Avg. price 1W:   1.896
Avg. volume 1W:   0.000
Avg. price 1M:   2.085
Avg. volume 1M:   0.000
Avg. price 6M:   3.049
Avg. volume 6M:   0.000
Avg. price 1Y:   3.854
Avg. volume 1Y:   0.000
Volatility 1M:   45.52%
Volatility 6M:   82.53%
Volatility 1Y:   65.96%
Volatility 3Y:   68.34%