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HSBC Call 120 SIE 18.12.2024/  DE000TT4FFW9  /

EUWAX
2024-05-24  8:22:35 AM Chg.+0.15 Bid10:00:11 PM Ask10:00:11 PM Underlying Strike price Expiration date Option type
5.88EUR +2.62% -
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: 2.96
Leverage: Yes

Calculated values

Fair value: 5.98
Intrinsic value: 5.72
Implied volatility: 0.22
Historic volatility: 0.23
Parity: 5.72
Time value: 0.26
Break-even: 179.80
Moneyness: 1.48
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.08
Spread %: 1.36%
Delta: 0.99
Theta: -0.01
Omega: 2.95
Rho: 0.66
 

Quote data

Open: 5.88
High: 5.88
Low: 5.88
Previous Close: 5.73
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.17%
1 Month
  -1.67%
3 Months  
+1.38%
YTD  
+13.73%
1 Year  
+36.43%
3 Years  
+106.32%
5 Years     -
10 Years     -
1W High / 1W Low: 5.87 5.62
1M High / 1M Low: 7.16 5.62
6M High / 6M Low: 7.16 3.57
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:   5.71
Avg. volume 1W:   0.00
Avg. price 1M:   6.19
Avg. volume 1M:   0.00
Avg. price 6M:   5.45
Avg. volume 6M:   0.00
Avg. price 1Y:   4.33
Avg. volume 1Y:   3.91
Volatility 1M:   58.41%
Volatility 6M:   52.46%
Volatility 1Y:   73.10%
Volatility 3Y:   97.15%