HSBC WAR. CALL 06/24 SIE/ DE000TT74036 /
2024-06-07 9:36:14 PM | Chg.-0.1500 | Bid9:59:20 PM | Ask9:59:20 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.9700EUR | -4.81% | 2.9200 Bid Size: 20,000 |
2.9700 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 145.00 EUR | 2024-06-19 | Call |
Master data
WKN: | TT7403 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 145.00 EUR |
Maturity: | 2024-06-19 |
Issue date: | 2021-07-13 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 5.87 |
Leverage: | Yes |
Calculated values
Fair value: | 2.96 |
---|---|
Intrinsic value: | 2.94 |
Implied volatility: | 0.52 |
Historic volatility: | 0.23 |
Parity: | 2.94 |
Time value: | 0.03 |
Break-even: | 174.70 |
Moneyness: | 1.20 |
Premium: | 0.00 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.05 |
Spread %: | 1.71% |
Delta: | 0.98 |
Theta: | -0.04 |
Omega: | 5.77 |
Rho: | 0.04 |
Quote data
Open: | 3.1200 |
---|---|
High: | 3.1200 |
Low: | 2.8500 |
Previous Close: | 3.1200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -6.01% | ||
---|---|---|---|
1 Month | -25.94% | ||
3 Months | -24.23% | ||
YTD | +8.79% | ||
1 Year | +16.93% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.3900 | 2.9700 |
---|---|---|
1M High / 1M Low: | 4.4000 | 2.8800 |
6M High / 6M Low: | 4.4000 | 1.7600 |
High (YTD): | 2024-05-10 | 4.4000 |
Low (YTD): | 2024-01-17 | 1.7600 |
52W High: | 2024-05-10 | 4.4000 |
52W Low: | 2023-10-26 | 0.2900 |
Avg. price 1W: | 3.1580 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.3800 | |
Avg. volume 1M: | 3.6818 | |
Avg. price 6M: | 2.9710 | |
Avg. volume 6M: | 1.2581 | |
Avg. price 1Y: | 2.0918 | |
Avg. volume 1Y: | 1.2235 | |
Volatility 1M: | 132.49% | |
Volatility 6M: | 103.24% | |
Volatility 1Y: | 134.36% | |
Volatility 3Y: | - |