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HSBC Call 99.382 AIR 18.12.2024/  DE000TT5ZBR3  /

Frankfurt Zert./HSBC
02/08/2024  21:35:33 Chg.-0.100 Bid21:58:46 Ask21:58:46 Underlying Strike price Expiration date Option type
3.540EUR -2.75% 3.550
Bid Size: 19,890		 3.610
Ask Size: 19,890		 AIRBUS 99.382 EUR 18/12/2024 Call
 

Master data

WKN: TT5ZBR
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: AIRBUS
Type: Warrant
Option type: Call
Strike price: 99.38 EUR
Maturity: 18/12/2024
Issue date: 09/03/2021
Last trading day: 17/12/2024
Ratio: 9.94:1
Exercise type: American
Quanto: -
Gearing: 3.63
Leverage: Yes

Calculated values

Fair value: 3.62
Intrinsic value: 3.47
Implied volatility: 0.37
Historic volatility: 0.22
Parity: 3.47
Time value: 0.24
Break-even: 136.26
Moneyness: 1.35
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.06
Spread %: 1.64%
Delta: 0.93
Theta: -0.02
Omega: 3.39
Rho: 0.33
 

Quote data

Open: 3.570
High: 3.820
Low: 3.510
Previous Close: 3.640
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.42%
1 Month
  -0.84%
3 Months
  -38.97%
YTD
  -18.99%
1 Year
  -10.38%
3 Years  
+12.74%
5 Years     -
10 Years     -
1W High / 1W Low: 4.250 3.360
1M High / 1M Low: 4.250 3.250
6M High / 6M Low: 7.340 3.130
High (YTD): 27/03/2024 7.340
Low (YTD): 28/06/2024 3.130
52W High: 27/03/2024 7.340
52W Low: 20/10/2023 2.960
Avg. price 1W:   3.696
Avg. volume 1W:   0.000
Avg. price 1M:   3.642
Avg. volume 1M:   0.000
Avg. price 6M:   5.459
Avg. volume 6M:   0.000
Avg. price 1Y:   4.703
Avg. volume 1Y:   0.000
Volatility 1M:   101.12%
Volatility 6M:   70.34%
Volatility 1Y:   63.40%
Volatility 3Y:   76.47%