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HSBC Call 135 SIE 18.12.2024/  DE000TT4FFZ2  /

Frankfurt Zert./HSBC
03/05/2024  19:35:16 Chg.+0.190 Bid03/05/2024 Ask03/05/2024 Underlying Strike price Expiration date Option type
4.760EUR +4.16% 4.760
Bid Size: 20,000		 4.800
Ask Size: 20,000		 SIEMENS AG NA O.N. 135.00 EUR 18/12/2024 Call
 

Master data

WKN: TT4FFZ
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 135.00 EUR
Maturity: 18/12/2024
Issue date: 01/10/2020
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.78
Leverage: Yes

Calculated values

Fair value: 4.40
Intrinsic value: 4.02
Implied volatility: 0.33
Historic volatility: 0.22
Parity: 4.02
Time value: 0.61
Break-even: 181.30
Moneyness: 1.30
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.05
Spread %: 1.09%
Delta: 0.89
Theta: -0.03
Omega: 3.36
Rho: 0.68
 

Quote data

Open: 4.610
High: 4.850
Low: 4.550
Previous Close: 4.570
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+1.71%
3 Months  
+30.41%
YTD  
+19.30%
1 Year  
+55.56%
3 Years  
+96.69%
5 Years     -
1W High / 1W Low: 4.780 4.570
1M High / 1M Low: 4.780 4.270
6M High / 6M Low: 5.620 1.090
High (YTD): 15/03/2024 5.620
Low (YTD): 17/01/2024 3.040
52W High: 15/03/2024 5.620
52W Low: 26/10/2023 0.880
Avg. price 1W:   4.685
Avg. volume 1W:   0.000
Avg. price 1M:   4.524
Avg. volume 1M:   0.000
Avg. price 6M:   3.768
Avg. volume 6M:   0.000
Avg. price 1Y:   3.101
Avg. volume 1Y:   .098
Volatility 1M:   59.21%
Volatility 6M:   81.88%
Volatility 1Y:   91.47%
Volatility 3Y:   108.37%