HSBC WAR. CALL 12/24 SIE/ DE000TT5ZMH1 /
| 18/10/2024 21:37:06 | Chg.+0.0600 | Bid21:59:13 | Ask21:59:13 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8800EUR | +7.32% | 0.8400 Bid Size: 20,000 |
0.8800 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 185.00 EUR | 18/12/2024 | Call |
Master data
| WKN: | TT5ZMH |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 185.00 EUR |
| Maturity: | 18/12/2024 |
| Issue date: | 09/03/2021 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 21.09 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.79 |
|---|---|
| Intrinsic value: | 0.06 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.24 |
| Parity: | 0.06 |
| Time value: | 0.82 |
| Break-even: | 193.80 |
| Moneyness: | 1.00 |
| Premium: | 0.04 |
| Premium p.a.: | 0.30 |
| Spread abs.: | 0.04 |
| Spread %: | 4.76% |
| Delta: | 0.55 |
| Theta: | -0.07 |
| Omega: | 11.66 |
| Rho: | 0.15 |
Quote data
| Open: | 0.7800 |
|---|---|
| High: | 0.8900 |
| Low: | 0.7800 |
| Previous Close: | 0.8200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.38% | ||
|---|---|---|---|
| 1 Month | +193.33% | ||
| 3 Months | +37.50% | ||
| YTD | -16.98% | ||
| 1 Year | +300.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9100 | 0.7200 |
|---|---|---|
| 1M High / 1M Low: | 0.9400 | 0.2300 |
| 6M High / 6M Low: | 1.7500 | 0.1770 |
| High (YTD): | 15/03/2024 | 1.8400 |
| Low (YTD): | 12/08/2024 | 0.1770 |
| 52W High: | 15/03/2024 | 1.8400 |
| 52W Low: | 27/10/2023 | 0.1500 |
| Avg. price 1W: | 0.8220 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6768 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7184 | |
| Avg. volume 6M: | .2692 | |
| Avg. price 1Y: | 0.7878 | |
| Avg. volume 1Y: | 6.7305 | |
| Volatility 1M: | 389.73% | |
| Volatility 6M: | 247.05% | |
| Volatility 1Y: | 200.45% | |
| Volatility 3Y: | - |
