HSBC WAR. CALL 12/24 SIE/ DE000TT4FFZ2 /
| 20/09/2024 21:35:22 | Chg.-0.2900 | Bid21:58:50 | Ask21:58:50 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.4100EUR | -7.84% | 3.3900 Bid Size: 20,000 |
3.4400 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 135.00 EUR | 18/12/2024 | 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: | 18/12/2024 |
| Issue date: | 01/10/2020 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.84 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.30 |
|---|---|
| Intrinsic value: | 3.17 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.24 |
| Parity: | 3.17 |
| Time value: | 0.27 |
| Break-even: | 169.40 |
| Moneyness: | 1.23 |
| Premium: | 0.02 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.05 |
| Spread %: | 1.47% |
| Delta: | 0.90 |
| Theta: | -0.04 |
| Omega: | 4.35 |
| Rho: | 0.28 |
Quote data
| Open: | 3.6400 |
|---|---|
| High: | 3.6400 |
| Low: | 3.4100 |
| Previous Close: | 3.7000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.56% | ||
|---|---|---|---|
| 1 Month | +3.33% | ||
| 3 Months | -10.26% | ||
| YTD | -14.75% | ||
| 1 Year | +115.82% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.7000 | 3.0900 |
|---|---|---|
| 1M High / 1M Low: | 3.7900 | 2.9800 |
| 6M High / 6M Low: | 5.7700 | 2.5200 |
| High (YTD): | 10/05/2024 | 5.7700 |
| Low (YTD): | 07/08/2024 | 2.5200 |
| 52W High: | 10/05/2024 | 5.7700 |
| 52W Low: | 26/10/2023 | 0.8800 |
| Avg. price 1W: | 3.3860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.3943 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.1233 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 3.5807 | |
| Avg. volume 1Y: | 14.0703 | |
| Volatility 1M: | 78.51% | |
| Volatility 6M: | 85.65% | |
| Volatility 1Y: | 93.62% | |
| Volatility 3Y: | - |
