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HSBC Call 155 SIE 18.12.2024/  DE000TT4FG32  /

Frankfurt Zert./HSBC
26/09/2024  21:35:31 Chg.+0.800 Bid21:59:10 Ask21:59:10 Underlying Strike price Expiration date Option type
2.910EUR +37.91% 2.920
Bid Size: 20,000		 2.960
Ask Size: 20,000		 SIEMENS AG NA O.N. 155.00 EUR 18/12/2024 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: 18/12/2024
Issue date: 01/10/2020
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.03
Leverage: Yes

Calculated values

Fair value: 2.02
Intrinsic value: 1.75
Implied volatility: 0.30
Historic volatility: 0.24
Parity: 1.75
Time value: 0.40
Break-even: 176.50
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.10
Spread abs.: 0.04
Spread %: 1.90%
Delta: 0.81
Theta: -0.05
Omega: 6.49
Rho: 0.27
 

Quote data

Open: 2.190
High: 2.920
Low: 2.190
Previous Close: 2.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+54.79%
1 Month  
+60.77%
3 Months  
+31.08%
YTD  
+14.57%
1 Year  
+369.35%
3 Years  
+70.18%
5 Years     -
10 Years     -
1W High / 1W Low: 2.110 1.640
1M High / 1M Low: 2.110 1.370
6M High / 6M Low: 3.950 1.100
High (YTD): 10/05/2024 3.950
Low (YTD): 07/08/2024 1.100
52W High: 10/05/2024 3.950
52W Low: 27/10/2023 0.390
Avg. price 1W:   1.844
Avg. volume 1W:   0.000
Avg. price 1M:   1.713
Avg. volume 1M:   0.000
Avg. price 6M:   2.404
Avg. volume 6M:   0.000
Avg. price 1Y:   2.136
Avg. volume 1Y:   0.000
Volatility 1M:   132.66%
Volatility 6M:   129.54%
Volatility 1Y:   127.95%
Volatility 3Y:   134.05%