HSBC Call 155 SIE 18.12.2024
/ DE000TT4FG32
HSBC Call 155 SIE 18.12.2024/ DE000TT4FG32 /
2024-05-24 9:35:48 PM |
Chg.+0.100 |
Bid9:51:26 PM |
Ask9:51:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.910EUR |
+3.56% |
2.920 Bid Size: 20,000 |
2.980 Ask Size: 20,000 |
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: |
5.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.84 |
Intrinsic value: |
2.23 |
Implied volatility: |
0.27 |
Historic volatility: |
0.23 |
Parity: |
2.23 |
Time value: |
0.75 |
Break-even: |
184.80 |
Moneyness: |
1.14 |
Premium: |
0.04 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.06 |
Spread %: |
2.05% |
Delta: |
0.81 |
Theta: |
-0.04 |
Omega: |
4.81 |
Rho: |
0.64 |
Quote data
Open: |
2.800 |
High: |
2.960 |
Low: |
2.780 |
Previous Close: |
2.810 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+13.23% |
1 Month |
|
|
-5.21% |
3 Months |
|
|
-7.32% |
YTD |
|
|
+14.57% |
1 Year |
|
|
+22.27% |
3 Years |
|
|
+125.58% |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.910 |
2.570 |
1M High / 1M Low: |
3.950 |
2.570 |
6M High / 6M Low: |
3.950 |
1.340 |
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: |
|
2.712 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.149 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.642 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.957 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
126.56% |
Volatility 6M: |
|
94.06% |
Volatility 1Y: |
|
116.62% |
Volatility 3Y: |
|
130.09% |