HSBC WAR. CALL 12/24 SIE/ DE000TT4FFW9 /
| 26/09/2024 11:37:08 | Chg.+0.450 | Bid12:14:59 | Ask12:14:59 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.870EUR | +8.30% | 5.830 Bid Size: 20,000 |
5.860 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 120.00 EUR | 18/12/2024 | Call |
Master data
| WKN: | TT4FFW |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 120.00 EUR |
| Maturity: | 18/12/2024 |
| Issue date: | 01/10/2020 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.18 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.35 |
|---|---|
| Intrinsic value: | 5.25 |
| Implied volatility: | 0.50 |
| Historic volatility: | 0.24 |
| Parity: | 5.25 |
| Time value: | 0.18 |
| Break-even: | 174.30 |
| Moneyness: | 1.44 |
| Premium: | 0.01 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.05 |
| Spread %: | 0.93% |
| Delta: | 0.95 |
| Theta: | -0.03 |
| Omega: | 3.03 |
| Rho: | 0.25 |
Quote data
| Open: | 5.470 |
|---|---|
| High: | 5.870 |
| Low: | 5.470 |
| Previous Close: | 5.420 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +14.20% | ||
|---|---|---|---|
| 1 Month | +18.35% | ||
| 3 Months | +12.02% | ||
| YTD | +11.39% | ||
| 1 Year | +169.27% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.420 | 4.850 |
|---|---|---|
| 1M High / 1M Low: | 5.420 | 4.360 |
| 6M High / 6M Low: | 7.170 | 3.820 |
| High (YTD): | 10/05/2024 | 7.170 |
| Low (YTD): | 07/08/2024 | 3.820 |
| 52W High: | 10/05/2024 | 7.170 |
| 52W Low: | 26/10/2023 | 1.550 |
| Avg. price 1W: | 5.086 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.862 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.491 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 4.871 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 61.45% | |
| Volatility 6M: | 67.51% | |
| Volatility 1Y: | 74.09% | |
| Volatility 3Y: | - |
