HSBC WAR. CALL 12/24 SIE/ DE000TT4FFY5 /
| 6/6/2024 9:37:11 PM | Chg.-0.2500 | Bid9:58:02 PM | Ask9:58:02 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.9900EUR | -4.77% | 4.9600 Bid Size: 20,000 |
5.0100 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 130.00 EUR | 12/18/2024 | Call |
Master data
| WKN: | TT4FFY |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 130.00 EUR |
| Maturity: | 12/18/2024 |
| Issue date: | 10/1/2020 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.37 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.15 |
|---|---|
| Intrinsic value: | 4.88 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.23 |
| Parity: | 4.88 |
| Time value: | 0.43 |
| Break-even: | 183.10 |
| Moneyness: | 1.38 |
| Premium: | 0.02 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.05 |
| Spread %: | 0.95% |
| Delta: | 0.92 |
| Theta: | -0.03 |
| Omega: | 3.11 |
| Rho: | 0.60 |
Quote data
| Open: | 5.2600 |
|---|---|
| High: | 5.2600 |
| Low: | 4.9900 |
| Previous Close: | 5.2400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.40% | ||
|---|---|---|---|
| 1 Month | -7.59% | ||
| 3 Months | -10.09% | ||
| YTD | +13.15% | ||
| 1 Year | +23.21% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.240 | 4.890 |
|---|---|---|
| 1M High / 1M Low: | 6.200 | 4.780 |
| 6M High / 6M Low: | 6.200 | 3.420 |
| High (YTD): | 5/13/2024 | 6.200 |
| Low (YTD): | 1/17/2024 | 3.420 |
| 52W High: | 5/13/2024 | 6.200 |
| 52W Low: | 10/26/2023 | 1.090 |
| Avg. price 1W: | 5.062 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.297 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.736 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 3.623 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 82.80% | |
| Volatility 6M: | 65.03% | |
| Volatility 1Y: | 84.69% | |
| Volatility 3Y: | - |
