HSBC Call 120 SIE 18.12.2024
/ DE000TT4FFW9
HSBC Call 120 SIE 18.12.2024/ DE000TT4FFW9 /
6/21/2024 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 |
12/18/2024 |
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: |
12/18/2024 |
Issue date: |
10/1/2020 |
Last trading day: |
12/17/2024 |
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): |
5/13/2024 |
7.16 |
Low (YTD): |
1/17/2024 |
4.22 |
52W High: |
5/13/2024 |
7.16 |
52W Low: |
10/26/2023 |
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% |