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HSBC Call 160 SIE 18.12.2024/  DE000TT4FG40  /

Frankfurt Zert./HSBC
9/20/2024  9:35:28 PM Chg.-0.210 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
1.290EUR -14.00% 1.310
Bid Size: 20,000		 1.340
Ask Size: 20,000		 SIEMENS AG NA O.N. 160.00 EUR 12/18/2024 Call
 

Master data

WKN: TT4FG4
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 160.00 EUR
Maturity: 12/18/2024
Issue date: 10/1/2020
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.96
Leverage: Yes

Calculated values

Fair value: 1.45
Intrinsic value: 0.99
Implied volatility: 0.27
Historic volatility: 0.24
Parity: 0.99
Time value: 0.56
Break-even: 175.50
Moneyness: 1.06
Premium: 0.03
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 1.97%
Delta: 0.72
Theta: -0.05
Omega: 7.88
Rho: 0.26
 

Quote data

Open: 1.490
High: 1.510
Low: 1.280
Previous Close: 1.500
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.21%
1 Month  
+6.61%
3 Months
  -35.18%
YTD
  -41.89%
1 Year  
+81.69%
3 Years  
+7.50%
5 Years     -
10 Years     -
1W High / 1W Low: 1.500 1.100
1M High / 1M Low: 1.650 1.080
6M High / 6M Low: 3.540 0.860
High (YTD): 5/10/2024 3.540
Low (YTD): 8/7/2024 0.860
52W High: 5/10/2024 3.540
52W Low: 10/27/2023 0.320
Avg. price 1W:   1.270
Avg. volume 1W:   0.000
Avg. price 1M:   1.340
Avg. volume 1M:   0.000
Avg. price 6M:   2.092
Avg. volume 6M:   0.000
Avg. price 1Y:   1.820
Avg. volume 1Y:   357.422
Volatility 1M:   131.77%
Volatility 6M:   138.36%
Volatility 1Y:   137.81%
Volatility 3Y:   141.41%