HSBC Call 145 SIE 19.06.2024
/ DE000TT74036
HSBC Call 145 SIE 19.06.2024/ DE000TT74036 /
2024-05-31 8:11:30 AM |
Chg.+0.11 |
Bid10:00:11 PM |
Ask10:00:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.13EUR |
+3.64% |
- Bid Size: - |
- Ask Size: - |
SIEMENS AG NA O.N. |
145.00 EUR |
2024-06-19 |
Call |
Master data
WKN: |
TT7403 |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
145.00 EUR |
Maturity: |
2024-06-19 |
Issue date: |
2021-07-13 |
Last trading day: |
2024-06-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.15 |
Intrinsic value: |
3.13 |
Implied volatility: |
0.74 |
Historic volatility: |
0.23 |
Parity: |
3.13 |
Time value: |
0.17 |
Break-even: |
178.00 |
Moneyness: |
1.22 |
Premium: |
0.01 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.05 |
Spread %: |
1.54% |
Delta: |
0.90 |
Theta: |
-0.15 |
Omega: |
4.81 |
Rho: |
0.06 |
Quote data
Open: |
3.13 |
High: |
3.13 |
Low: |
3.13 |
Previous Close: |
3.02 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.62% |
1 Month |
|
|
-1.57% |
3 Months |
|
|
-23.66% |
YTD |
|
|
+19.01% |
1 Year |
|
|
+19.01% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.40 |
3.02 |
1M High / 1M Low: |
4.37 |
2.81 |
6M High / 6M Low: |
4.37 |
1.74 |
High (YTD): |
2024-05-13 |
4.37 |
Low (YTD): |
2024-01-17 |
1.74 |
52W High: |
2024-05-13 |
4.37 |
52W Low: |
2023-10-27 |
0.28 |
Avg. price 1W: |
|
3.19 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.38 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.89 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.05 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
103.63% |
Volatility 6M: |
|
94.17% |
Volatility 1Y: |
|
134.63% |
Volatility 3Y: |
|
- |