HSBC WAR. CALL 12/24 ALV/ DE000TT1UC97 /
| 10/8/2024 9:37:09 PM | Chg.+0.010 | Bid9:58:01 PM | Ask9:58:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 11.310EUR | +0.09% | 11.290 Bid Size: 10,000 |
11.340 Ask Size: 10,000 |
ALLIANZ SE NA O.N. | 180.00 - | 12/18/2024 | Call |
Master data
| WKN: | TT1UC9 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | ALLIANZ SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 180.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 4/9/2020 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 11.34 |
|---|---|
| Intrinsic value: | 11.23 |
| Implied volatility: | 0.53 |
| Historic volatility: | 0.15 |
| Parity: | 11.23 |
| Time value: | 0.15 |
| Break-even: | 293.80 |
| Moneyness: | 1.62 |
| Premium: | 0.01 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.05 |
| Spread %: | 0.44% |
| Delta: | 0.99 |
| Theta: | -0.03 |
| Omega: | 2.53 |
| Rho: | 0.34 |
Quote data
| Open: | 11.220 |
|---|---|
| High: | 11.350 |
| Low: | 11.180 |
| Previous Close: | 11.300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.14% | ||
|---|---|---|---|
| 1 Month | +10.88% | ||
| 3 Months | +31.05% | ||
| YTD | +73.73% | ||
| 1 Year | +115.84% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 11.440 | 11.200 |
|---|---|---|
| 1M High / 1M Low: | 11.790 | 10.540 |
| 6M High / 6M Low: | 11.790 | 6.960 |
| High (YTD): | 9/27/2024 | 11.790 |
| Low (YTD): | 1/11/2024 | 6.340 |
| 52W High: | 9/27/2024 | 11.790 |
| 52W Low: | 11/7/2023 | 4.580 |
| Avg. price 1W: | 11.340 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 11.238 | |
| Avg. volume 1M: | 11.905 | |
| Avg. price 6M: | 9.130 | |
| Avg. volume 6M: | 6.285 | |
| Avg. price 1Y: | 7.889 | |
| Avg. volume 1Y: | 5.949 | |
| Volatility 1M: | 20.35% | |
| Volatility 6M: | 42.55% | |
| Volatility 1Y: | 44.59% | |
| Volatility 3Y: | - |
