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HSBC Call 115 SIE 18.12.2024/  DE000TT4FFV1  /

Frankfurt Zert./HSBC
2024-05-10  9:35:46 PM Chg.+0.350 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
7.610EUR +4.82% 7.610
Bid Size: 20,000		 7.660
Ask Size: 20,000		 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: 2.46
Leverage: Yes

Calculated values

Fair value: 7.61
Intrinsic value: 7.34
Implied volatility: 0.37
Historic volatility: 0.22
Parity: 7.34
Time value: 0.33
Break-even: 191.70
Moneyness: 1.64
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.05
Spread %: 0.66%
Delta: 0.97
Theta: -0.02
Omega: 2.39
Rho: 0.64
 

Quote data

Open: 7.260
High: 7.680
Low: 7.260
Previous Close: 7.260
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+15.48%
1 Month  
+25.58%
3 Months  
+37.12%
YTD  
+33.51%
1 Year  
+70.25%
3 Years  
+125.82%
5 Years     -
10 Years     -
1W High / 1W Low: 7.610 6.790
1M High / 1M Low: 7.610 6.060
6M High / 6M Low: 7.610 2.580
High (YTD): 2024-05-10 7.610
Low (YTD): 2024-01-17 4.650
52W High: 2024-05-10 7.610
52W Low: 2023-10-26 1.830
Avg. price 1W:   7.092
Avg. volume 1W:   0.000
Avg. price 1M:   6.547
Avg. volume 1M:   0.000
Avg. price 6M:   5.681
Avg. volume 6M:   0.000
Avg. price 1Y:   4.673
Avg. volume 1Y:   0.000
Volatility 1M:   43.07%
Volatility 6M:   58.94%
Volatility 1Y:   69.15%
Volatility 3Y:   88.90%