HSBC WAR. CALL 12/24 SIE/ DE000TT4FFU3 /
| 2024-06-21 9:36:33 PM | Chg.-0.210 | Bid9:59:28 PM | Ask9:59:28 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.110EUR | -3.32% | 6.100 Bid Size: 20,000 |
6.150 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 110.00 EUR | 2024-12-18 | Call |
Master data
| WKN: | TT4FFU |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 110.00 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2020-10-01 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.73 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.01 |
|---|---|
| Intrinsic value: | 5.82 |
| Implied volatility: | 0.44 |
| Historic volatility: | 0.24 |
| Parity: | 5.82 |
| Time value: | 0.33 |
| Break-even: | 171.50 |
| Moneyness: | 1.53 |
| Premium: | 0.02 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.05 |
| Spread %: | 0.82% |
| Delta: | 0.94 |
| Theta: | -0.03 |
| Omega: | 2.58 |
| Rho: | 0.48 |
Quote data
| Open: | 6.320 |
|---|---|
| High: | 6.320 |
| Low: | 6.100 |
| Previous Close: | 6.320 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.33% | ||
|---|---|---|---|
| 1 Month | -12.84% | ||
| 3 Months | -12.34% | ||
| YTD | -0.65% | ||
| 1 Year | +11.70% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.320 | 6.110 |
|---|---|---|
| 1M High / 1M Low: | 7.180 | 5.920 |
| 6M High / 6M Low: | 8.130 | 5.090 |
| High (YTD): | 2024-05-10 | 8.130 |
| Low (YTD): | 2024-01-17 | 5.090 |
| 52W High: | 2024-05-10 | 8.130 |
| 52W Low: | 2023-10-26 | 2.130 |
| Avg. price 1W: | 6.190 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.677 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.619 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 5.255 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 63.95% | |
| Volatility 6M: | 53.51% | |
| Volatility 1Y: | 65.30% | |
| Volatility 3Y: | - |
