HSBC WAR. CALL 12/24 SIE/ DE000TT4FFZ2 /
2024-06-20 8:01:06 AM | Chg.+0.0200 | Bid9:03:29 AM | Ask9:03:29 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.8600EUR | +0.52% | 3.8800 Bid Size: 50,000 |
3.9000 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 135.00 EUR | 2024-12-18 | Call |
Master data
WKN: | TT4FFZ |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 135.00 EUR |
Maturity: | 2024-12-18 |
Issue date: | 2020-10-01 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 4.38 |
Leverage: | Yes |
Calculated values
Fair value: | 3.67 |
---|---|
Intrinsic value: | 3.34 |
Implied volatility: | 0.33 |
Historic volatility: | 0.24 |
Parity: | 3.34 |
Time value: | 0.51 |
Break-even: | 173.50 |
Moneyness: | 1.25 |
Premium: | 0.03 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.04 |
Spread %: | 1.05% |
Delta: | 0.88 |
Theta: | -0.03 |
Omega: | 3.83 |
Rho: | 0.54 |
Quote data
Open: | 3.8600 |
---|---|
High: | 3.8600 |
Low: | 3.8600 |
Previous Close: | 3.8400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -5.16% | ||
---|---|---|---|
1 Month | -10.44% | ||
3 Months | -19.92% | ||
YTD | -3.50% | ||
1 Year | -3.02% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.0700 | 3.6300 |
---|---|---|
1M High / 1M Low: | 4.8200 | 3.6300 |
6M High / 6M Low: | 5.7700 | 3.0400 |
High (YTD): | 2024-05-10 | 5.7700 |
Low (YTD): | 2024-01-17 | 3.0400 |
52W High: | 2024-05-10 | 5.7700 |
52W Low: | 2023-10-26 | 0.8800 |
Avg. price 1W: | 3.8440 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 4.3800 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 4.3521 | |
Avg. volume 6M: | 12.8160 | |
Avg. price 1Y: | 3.2636 | |
Avg. volume 1Y: | 31.0625 | |
Volatility 1M: | 87.67% | |
Volatility 6M: | 74.14% | |
Volatility 1Y: | 93.03% | |
Volatility 3Y: | - |