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HSBC Call 125 SIE 18.12.2024/  DE000TT4FFX7  /

EUWAX
6/7/2024  8:25:47 AM Chg.-0.30 Bid10:00:10 PM Ask10:00:10 PM Underlying Strike price Expiration date Option type
5.42EUR -5.24% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 125.00 EUR 12/18/2024 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: 12/18/2024
Issue date: 10/1/2020
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.28
Leverage: Yes

Calculated values

Fair value: 5.20
Intrinsic value: 4.94
Implied volatility: 0.35
Historic volatility: 0.23
Parity: 4.94
Time value: 0.38
Break-even: 178.20
Moneyness: 1.40
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.05
Spread %: 0.95%
Delta: 0.94
Theta: -0.03
Omega: 3.07
Rho: 0.58
 

Quote data

Open: 5.42
High: 5.42
Low: 5.42
Previous Close: 5.72
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.73%
1 Month
  -9.82%
3 Months
  -12.16%
YTD  
+14.35%
1 Year  
+24.03%
3 Years  
+104.53%
5 Years     -
10 Years     -
1W High / 1W Low: 5.72 5.42
1M High / 1M Low: 6.70 5.17
6M High / 6M Low: 6.70 3.81
High (YTD): 5/13/2024 6.70
Low (YTD): 1/17/2024 3.81
52W High: 5/13/2024 6.70
52W Low: 10/26/2023 1.30
Avg. price 1W:   5.57
Avg. volume 1W:   0.00
Avg. price 1M:   5.70
Avg. volume 1M:   0.00
Avg. price 6M:   5.18
Avg. volume 6M:   0.00
Avg. price 1Y:   3.99
Avg. volume 1Y:   1.97
Volatility 1M:   67.86%
Volatility 6M:   56.99%
Volatility 1Y:   78.79%
Volatility 3Y:   103.29%