HSBC WAR. CALL 12/24 SIE/ DE000TT5ZMK5 /
| 02/09/2024 15:37:18 | Chg.-0.0250 | Bid16:55:32 | Ask16:55:32 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1630EUR | -13.30% | 0.1830 Bid Size: 50,000 |
0.1990 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 195.00 EUR | 18/12/2024 | Call |
Master data
| WKN: | TT5ZMK |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 195.00 EUR |
| Maturity: | 18/12/2024 |
| Issue date: | 09/03/2021 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 84.96 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.19 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.23 |
| Parity: | -2.51 |
| Time value: | 0.20 |
| Break-even: | 197.00 |
| Moneyness: | 0.87 |
| Premium: | 0.16 |
| Premium p.a.: | 0.66 |
| Spread abs.: | 0.03 |
| Spread %: | 16.28% |
| Delta: | 0.18 |
| Theta: | -0.03 |
| Omega: | 15.18 |
| Rho: | 0.08 |
Quote data
| Open: | 0.1590 |
|---|---|
| High: | 0.1630 |
| Low: | 0.1590 |
| Previous Close: | 0.1880 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +18.12% | ||
|---|---|---|---|
| 1 Month | +11.64% | ||
| 3 Months | -73.71% | ||
| YTD | -78.83% | ||
| 1 Year | -34.80% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1880 | 0.1380 |
|---|---|---|
| 1M High / 1M Low: | 0.1880 | 0.0910 |
| 6M High / 6M Low: | 1.3600 | 0.0910 |
| High (YTD): | 15/03/2024 | 1.3600 |
| Low (YTD): | 12/08/2024 | 0.0910 |
| 52W High: | 15/03/2024 | 1.3600 |
| 52W Low: | 12/08/2024 | 0.0910 |
| Avg. price 1W: | 0.1604 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1271 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6121 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.5167 | |
| Avg. volume 1Y: | 25.8071 | |
| Volatility 1M: | 156.58% | |
| Volatility 6M: | 196.51% | |
| Volatility 1Y: | 169.03% | |
| Volatility 3Y: | - |
