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HSBC Call 120 SIE 18.12.2024/  DE000TT4FFW9  /

EUWAX
2024-06-21  8:24:49 AM Chg.+0.16 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
5.39EUR +3.06% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 120.00 EUR 2024-12-18 Call
 

Master data

WKN: TT4FFW
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 120.00 EUR
Maturity: 2024-12-18
Issue date: 2020-10-01
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.23
Leverage: Yes

Calculated values

Fair value: 5.04
Intrinsic value: 4.82
Implied volatility: 0.39
Historic volatility: 0.24
Parity: 4.82
Time value: 0.38
Break-even: 172.00
Moneyness: 1.40
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.05
Spread %: 0.97%
Delta: 0.93
Theta: -0.03
Omega: 2.99
Rho: 0.51
 

Quote data

Open: 5.39
High: 5.39
Low: 5.39
Previous Close: 5.23
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.18%
1 Month
  -5.44%
3 Months
  -9.11%
YTD  
+4.26%
1 Year  
+12.53%
3 Years  
+87.80%
5 Years     -
10 Years     -
1W High / 1W Low: 5.39 4.98
1M High / 1M Low: 6.26 4.98
6M High / 6M Low: 7.16 4.22
High (YTD): 2024-05-13 7.16
Low (YTD): 2024-01-17 4.22
52W High: 2024-05-13 7.16
52W Low: 2023-10-26 1.55
Avg. price 1W:   5.22
Avg. volume 1W:   0.00
Avg. price 1M:   5.75
Avg. volume 1M:   0.00
Avg. price 6M:   5.66
Avg. volume 6M:   0.00
Avg. price 1Y:   4.40
Avg. volume 1Y:   3.91
Volatility 1M:   70.85%
Volatility 6M:   56.23%
Volatility 1Y:   74.42%
Volatility 3Y:   97.34%