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HSBC Call 155 SIE 18.12.2024/  DE000TT4FG32  /

Frankfurt Zert./HSBC
5/23/2024  7:00:27 PM Chg.+0.290 Bid5/23/2024 Ask5/23/2024 Underlying Strike price Expiration date Option type
2.910EUR +11.07% 2.910
Bid Size: 20,000		 2.970
Ask Size: 20,000		 SIEMENS AG NA O.N. 155.00 EUR 12/18/2024 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: 12/18/2024
Issue date: 10/1/2020
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.46
Leverage: Yes

Calculated values

Fair value: 2.55
Intrinsic value: 1.87
Implied volatility: 0.27
Historic volatility: 0.23
Parity: 1.87
Time value: 0.82
Break-even: 181.90
Moneyness: 1.12
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.06
Spread %: 2.28%
Delta: 0.78
Theta: -0.04
Omega: 5.04
Rho: 0.62
 

Quote data

Open: 2.660
High: 2.990
Low: 2.660
Previous Close: 2.620
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.05%
1 Month
  -1.02%
3 Months
  -3.64%
YTD  
+14.57%
1 Year  
+30.49%
3 Years  
+102.08%
5 Years     -
10 Years     -
1W High / 1W Low: 2.770 2.570
1M High / 1M Low: 3.950 2.570
6M High / 6M Low: 3.950 1.310
High (YTD): 5/10/2024 3.950
Low (YTD): 1/17/2024 1.760
52W High: 5/10/2024 3.950
52W Low: 10/27/2023 0.390
Avg. price 1W:   2.644
Avg. volume 1W:   0.000
Avg. price 1M:   3.134
Avg. volume 1M:   0.000
Avg. price 6M:   2.617
Avg. volume 6M:   0.000
Avg. price 1Y:   1.955
Avg. volume 1Y:   0.000
Volatility 1M:   121.14%
Volatility 6M:   93.70%
Volatility 1Y:   116.30%
Volatility 3Y:   130.11%