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HSBC Call 120 SIE 18.12.2024/  DE000TT4FFW9  /

Frankfurt Zert./HSBC
2024-06-07  7:35:40 PM Chg.-0.110 Bid2024-06-07 Ask2024-06-07 Underlying Strike price Expiration date Option type
5.770EUR -1.87% 5.770
Bid Size: 20,000		 5.820
Ask Size: 20,000		 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: 2.95
Leverage: Yes

Calculated values

Fair value: 5.81
Intrinsic value: 5.57
Implied volatility: 0.39
Historic volatility: 0.23
Parity: 5.57
Time value: 0.38
Break-even: 179.50
Moneyness: 1.46
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.05
Spread %: 0.85%
Delta: 0.94
Theta: -0.03
Omega: 2.77
Rho: 0.56
 

Quote data

Open: 5.890
High: 5.900
Low: 5.610
Previous Close: 5.880
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.53%
1 Month
  -9.13%
3 Months
  -13.23%
YTD  
+9.70%
1 Year  
+21.47%
3 Years  
+99.65%
5 Years     -
10 Years     -
1W High / 1W Low: 6.180 5.820
1M High / 1M Low: 7.140 5.620
6M High / 6M Low: 7.140 4.230
High (YTD): 2024-05-10 7.140
Low (YTD): 2024-01-17 4.230
52W High: 2024-05-10 7.140
52W Low: 2023-10-26 1.540
Avg. price 1W:   5.968
Avg. volume 1W:   0.000
Avg. price 1M:   6.180
Avg. volume 1M:   0.000
Avg. price 6M:   5.612
Avg. volume 6M:   0.000
Avg. price 1Y:   4.385
Avg. volume 1Y:   0.000
Volatility 1M:   76.17%
Volatility 6M:   57.55%
Volatility 1Y:   74.60%
Volatility 3Y:   94.47%