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HSBC Call 115 SIE 18.12.2024/  DE000TT4FFV1  /

EUWAX
2024-06-07  8:25:47 AM Chg.-0.29 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
6.36EUR -4.36% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 115.00 EUR 2024-12-18 Call
 

Master data

WKN: TT4FFV
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 115.00 EUR
Maturity: 2024-12-18
Issue date: 2020-10-01
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.79
Leverage: Yes

Calculated values

Fair value: 6.17
Intrinsic value: 5.94
Implied volatility: 0.37
Historic volatility: 0.23
Parity: 5.94
Time value: 0.31
Break-even: 177.50
Moneyness: 1.52
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.05
Spread %: 0.81%
Delta: 0.96
Theta: -0.02
Omega: 2.68
Rho: 0.56
 

Quote data

Open: 6.36
High: 6.36
Low: 6.36
Previous Close: 6.65
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.47%
1 Month
  -6.61%
3 Months
  -10.30%
YTD  
+13.57%
1 Year  
+22.78%
3 Years  
+100.63%
5 Years     -
10 Years     -
1W High / 1W Low: 6.65 6.36
1M High / 1M Low: 7.63 6.09
6M High / 6M Low: 7.63 4.64
High (YTD): 2024-05-13 7.63
Low (YTD): 2024-01-17 4.64
52W High: 2024-05-13 7.63
52W Low: 2023-10-26 1.84
Avg. price 1W:   6.50
Avg. volume 1W:   0.00
Avg. price 1M:   6.63
Avg. volume 1M:   0.00
Avg. price 6M:   6.07
Avg. volume 6M:   2.40
Avg. price 1Y:   4.80
Avg. volume 1Y:   9.38
Volatility 1M:   57.99%
Volatility 6M:   49.81%
Volatility 1Y:   67.82%
Volatility 3Y:   92.80%