HSBC Call 55 BMW 18.12.2024
/ DE000TT02GU6
HSBC Call 55 BMW 18.12.2024/ DE000TT02GU6 /
| 11/4/2024 9:35:19 PM |
Chg.-0.020 |
Bid9:54:59 PM |
Ask9:54:59 PM |
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 |
12/18/2024 |
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: |
12/18/2024 |
| Issue date: |
3/2/2020 |
| Last trading day: |
12/17/2024 |
| 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): |
4/8/2024 |
5.950 |
| Low (YTD): |
9/10/2024 |
1.560 |
| 52W High: |
4/8/2024 |
5.950 |
| 52W Low: |
9/10/2024 |
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% |
