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: | - |