HSBC Call 155 SIE 18.12.2024
/ DE000TT4FG32
HSBC Call 155 SIE 18.12.2024/ DE000TT4FG32 /
2024-06-25 4:35:27 PM |
Chg.-0.010 |
Bid4:41:00 PM |
Ask4:41:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.290EUR |
-0.43% |
2.300 Bid Size: 50,000 |
2.320 Ask Size: 50,000 |
SIEMENS AG NA O.N. |
155.00 EUR |
2024-12-18 |
Call |
Master data
WKN: |
TT4FG3 |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
155.00 EUR |
Maturity: |
2024-12-18 |
Issue date: |
2020-10-01 |
Last trading day: |
2024-12-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.24 |
Intrinsic value: |
1.60 |
Implied volatility: |
0.26 |
Historic volatility: |
0.24 |
Parity: |
1.60 |
Time value: |
0.72 |
Break-even: |
178.20 |
Moneyness: |
1.10 |
Premium: |
0.04 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.03 |
Spread %: |
1.31% |
Delta: |
0.77 |
Theta: |
-0.04 |
Omega: |
5.67 |
Rho: |
0.52 |
Quote data
Open: |
2.320 |
High: |
2.360 |
Low: |
2.280 |
Previous Close: |
2.300 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+4.09% |
1 Month |
|
|
-21.31% |
3 Months |
|
|
-20.76% |
YTD |
|
|
-9.84% |
1 Year |
|
|
+0.44% |
3 Years |
|
|
+63.57% |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.330 |
2.180 |
1M High / 1M Low: |
3.040 |
2.030 |
6M High / 6M Low: |
3.950 |
1.760 |
High (YTD): |
2024-05-10 |
3.950 |
Low (YTD): |
2024-01-17 |
1.760 |
52W High: |
2024-05-10 |
3.950 |
52W Low: |
2023-10-27 |
0.390 |
Avg. price 1W: |
|
2.242 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.589 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.740 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.967 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
127.69% |
Volatility 6M: |
|
102.27% |
Volatility 1Y: |
|
119.75% |
Volatility 3Y: |
|
131.10% |