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HSBC Call 115 SIE 18.12.2024/  DE000TT4FFV1  /

Frankfurt Zert./HSBC
13/05/2024  19:35:48 Chg.-0.030 Bid13/05/2024 Ask13/05/2024 Underlying Strike price Expiration date Option type
7.580EUR -0.39% 7.580
Bid Size: 20,000		 7.630
Ask Size: 20,000		 SIEMENS AG NA O.N. 115.00 EUR 18/12/2024 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: 18/12/2024
Issue date: 01/10/2020
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.46
Leverage: Yes

Calculated values

Fair value: 7.60
Intrinsic value: 7.34
Implied volatility: 0.38
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: 7.630
High: 7.660
Low: 7.580
Previous Close: 7.610
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.63%
1 Month  
+25.08%
3 Months  
+42.75%
YTD  
+32.98%
1 Year  
+69.57%
3 Years  
+117.82%
5 Years     -
10 Years     -
1W High / 1W Low: 7.610 6.790
1M High / 1M Low: 7.610 6.170
6M High / 6M Low: 7.610 2.580
High (YTD): 10/05/2024 7.610
Low (YTD): 17/01/2024 4.650
52W High: 10/05/2024 7.610
52W Low: 26/10/2023 1.830
Avg. price 1W:   7.092
Avg. volume 1W:   0.000
Avg. price 1M:   6.573
Avg. volume 1M:   0.000
Avg. price 6M:   5.681
Avg. volume 6M:   0.000
Avg. price 1Y:   4.674
Avg. volume 1Y:   0.000
Volatility 1M:   41.22%
Volatility 6M:   58.94%
Volatility 1Y:   69.27%
Volatility 3Y:   88.94%