HSBC Call 125 SIE 18.12.2024
/ DE000TT4FFX7
HSBC Call 125 SIE 18.12.2024/ DE000TT4FFX7 /
| 17/05/2024 08:25:44 |
Chg.-0.56 |
Bid22:00:12 |
Ask22:00:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.42EUR |
-9.36% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
125.00 EUR |
18/12/2024 |
Call |
Master data
| WKN: |
TT4FFX |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 EUR |
| Maturity: |
18/12/2024 |
| Issue date: |
01/10/2020 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.06 |
| Intrinsic value: |
4.76 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.23 |
| Parity: |
4.76 |
| Time value: |
0.49 |
| Break-even: |
177.50 |
| Moneyness: |
1.38 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.08 |
| Spread %: |
1.55% |
| Delta: |
0.91 |
| Theta: |
-0.03 |
| Omega: |
3.00 |
| Rho: |
0.62 |
Quote data
| Open: |
5.42 |
| High: |
5.42 |
| Low: |
5.42 |
| Previous Close: |
5.98 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.38% |
| 1 Month |
|
|
-0.91% |
| 3 Months |
|
|
+11.75% |
| YTD |
|
|
+14.35% |
| 1 Year |
|
|
+24.88% |
| 3 Years |
|
|
+78.29% |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.70 |
5.42 |
| 1M High / 1M Low: |
6.70 |
5.33 |
| 6M High / 6M Low: |
6.70 |
2.98 |
| High (YTD): |
13/05/2024 |
6.70 |
| Low (YTD): |
17/01/2024 |
3.81 |
| 52W High: |
13/05/2024 |
6.70 |
| 52W Low: |
26/10/2023 |
1.30 |
| Avg. price 1W: |
|
6.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.93 |
| Avg. volume 1Y: |
|
1.96 |
| Volatility 1M: |
|
61.20% |
| Volatility 6M: |
|
55.77% |
| Volatility 1Y: |
|
79.01% |
| Volatility 3Y: |
|
103.37% |
