HSBC WAR. CALL 12/24 BMW/ DE000TT02GU6 /
| 2024-11-04 7:35:45 PM | Chg.-0.0200 | Bid7:53:23 PM | Ask7:53:23 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8400EUR | -1.08% | 1.8100 Bid Size: 20,000 |
1.8500 Ask Size: 20,000 |
BAY.MOTOREN WERKE AG... | 55.00 EUR | 2024-12-18 | 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: | 2024-12-18 |
| Issue date: | 2020-03-02 |
| Last trading day: | 2024-12-17 |
| 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: | 1.8600 |
|---|---|
| High: | 1.9100 |
| Low: | 1.8400 |
| Previous Close: | 1.8600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.96% | ||
|---|---|---|---|
| 1 Month | -21.37% | ||
| 3 Months | -35.44% | ||
| YTD | -60.68% | ||
| 1 Year | -53.54% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.0900 | 1.8100 |
|---|---|---|
| 1M High / 1M Low: | 2.3400 | 1.8100 |
| 6M High / 6M Low: | 4.9500 | 1.5600 |
| High (YTD): | 2024-04-08 | 6.0000 |
| Low (YTD): | 2024-09-10 | 1.5600 |
| 52W High: | 2024-04-08 | 6.0000 |
| 52W Low: | 2024-09-10 | 1.5600 |
| Avg. price 1W: | 1.9260 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.1052 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.0722 | |
| Avg. volume 6M: | 13.8462 | |
| Avg. price 1Y: | 3.8765 | |
| Avg. volume 1Y: | 13.6220 | |
| Volatility 1M: | 50.39% | |
| Volatility 6M: | 82.12% | |
| Volatility 1Y: | 65.82% | |
| Volatility 3Y: | - |
