OverviewChartNewsTraderScreen

HSBC Call 99.382 AIR 18.12.2024/  DE000TT5ZBR3  /

Frankfurt Zert./HSBC
2024-11-15  9:35:44 PM Chg.-0.100 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
3.890EUR -2.51% 3.910
Bid Size: 19,890		 3.970
Ask Size: 19,890		 AIRBUS 99.382 EUR 2024-12-18 Call
 

Master data

WKN: TT5ZBR
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: AIRBUS
Type: Warrant
Option type: Call
Strike price: 99.38 EUR
Maturity: 2024-12-18
Issue date: 2021-03-09
Last trading day: 2024-12-17
Ratio: 9.94:1
Exercise type: American
Quanto: -
Gearing: 3.45
Leverage: Yes

Calculated values

Fair value: 4.01
Intrinsic value: 3.98
Implied volatility: 0.67
Historic volatility: 0.22
Parity: 3.98
Time value: 0.07
Break-even: 139.64
Moneyness: 1.40
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.06
Spread %: 1.50%
Delta: 0.96
Theta: -0.04
Omega: 3.32
Rho: 0.08
 

Quote data

Open: 3.940
High: 3.990
Low: 3.840
Previous Close: 3.990
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.78%
1 Month  
+6.28%
3 Months
  -2.02%
YTD
  -10.98%
1 Year  
+5.99%
3 Years  
+29.24%
5 Years     -
10 Years     -
1W High / 1W Low: 4.650 3.960
1M High / 1M Low: 4.650 3.660
6M High / 6M Low: 6.530 2.810
High (YTD): 2024-03-27 7.340
Low (YTD): 2024-10-08 2.810
52W High: 2024-03-27 7.340
52W Low: 2024-10-08 2.810
Avg. price 1W:   4.248
Avg. volume 1W:   0.000
Avg. price 1M:   4.200
Avg. volume 1M:   0.000
Avg. price 6M:   4.155
Avg. volume 6M:   0.000
Avg. price 1Y:   4.758
Avg. volume 1Y:   0.000
Volatility 1M:   87.05%
Volatility 6M:   86.11%
Volatility 1Y:   70.22%
Volatility 3Y:   78.52%