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HSBC Call 120 SIE 18.12.2024/  DE000TT4FFW9  /

EUWAX
5/23/2024  8:24:21 AM Chg.+0.03 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
5.73EUR +0.53% -
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: 3.01
Leverage: Yes

Calculated values

Fair value: 5.64
Intrinsic value: 5.37
Implied volatility: 0.37
Historic volatility: 0.23
Parity: 5.37
Time value: 0.40
Break-even: 177.70
Moneyness: 1.45
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.08
Spread %: 1.41%
Delta: 0.94
Theta: -0.02
Omega: 2.83
Rho: 0.60
 

Quote data

Open: 5.73
High: 5.73
Low: 5.73
Previous Close: 5.70
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.89%
1 Month
  -3.21%
3 Months
  -1.21%
YTD  
+10.83%
1 Year  
+28.19%
3 Years  
+101.05%
5 Years     -
10 Years     -
1W High / 1W Low: 6.43 5.62
1M High / 1M Low: 7.16 5.62
6M High / 6M Low: 7.16 3.52
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:   5.85
Avg. volume 1W:   0.00
Avg. price 1M:   6.20
Avg. volume 1M:   0.00
Avg. price 6M:   5.43
Avg. volume 6M:   0.00
Avg. price 1Y:   4.32
Avg. volume 1Y:   3.91
Volatility 1M:   58.51%
Volatility 6M:   52.52%
Volatility 1Y:   73.20%
Volatility 3Y:   97.22%