HSBC WAR. CALL 12/24 SIE/ DE000TT4FFW9 /
| 6/24/2024 9:35:18 PM | Chg.+0.180 | Bid9:59:32 PM | Ask9:59:32 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.340EUR | +3.49% | 5.310 Bid Size: 20,000 |
5.360 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 120.00 EUR | 12/18/2024 | 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: | 12/18/2024 |
| Issue date: | 10/1/2020 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.04 |
|---|---|
| Intrinsic value: | 4.82 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.23 |
| Parity: | 4.82 |
| Time value: | 0.38 |
| Break-even: | 172.00 |
| Moneyness: | 1.40 |
| Premium: | 0.02 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.05 |
| Spread %: | 0.97% |
| Delta: | 0.92 |
| Theta: | -0.03 |
| Omega: | 2.99 |
| Rho: | 0.50 |
Quote data
| Open: | 5.160 |
|---|---|
| High: | 5.340 |
| Low: | 5.160 |
| Previous Close: | 5.160 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.09% | ||
|---|---|---|---|
| 1 Month | -11.59% | ||
| 3 Months | -11.44% | ||
| YTD | +1.33% | ||
| 1 Year | +14.10% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.370 | 5.160 |
|---|---|---|
| 1M High / 1M Low: | 6.220 | 4.980 |
| 6M High / 6M Low: | 7.170 | 4.230 |
| High (YTD): | 5/10/2024 | 7.170 |
| Low (YTD): | 1/17/2024 | 4.230 |
| 52W High: | 5/10/2024 | 7.170 |
| 52W Low: | 10/26/2023 | 1.550 |
| Avg. price 1W: | 5.228 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.715 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.691 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 4.418 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 73.03% | |
| Volatility 6M: | 60.97% | |
| Volatility 1Y: | 75.34% | |
| Volatility 3Y: | - |
