HSBC WAR. CALL 12/25 SIE/ DE000TT4WG72 /
| 13/06/2024 21:36:38 | Chg.-0.5900 | Bid21:58:24 | Ask21:58:24 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.5900EUR | -11.39% | 4.6100 Bid Size: 20,000 |
4.6500 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 135.00 EUR | 17/12/2025 | Call |
Master data
| WKN: | TT4WG7 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 135.00 EUR |
| Maturity: | 17/12/2025 |
| Issue date: | 08/12/2020 |
| Last trading day: | 16/12/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.44 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.28 |
|---|---|
| Intrinsic value: | 4.31 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.23 |
| Parity: | 4.31 |
| Time value: | 0.86 |
| Break-even: | 186.70 |
| Moneyness: | 1.32 |
| Premium: | 0.05 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.04 |
| Spread %: | 0.78% |
| Delta: | 0.93 |
| Theta: | -0.02 |
| Omega: | 3.21 |
| Rho: | 1.73 |
Quote data
| Open: | 5.1500 |
|---|---|
| High: | 5.1500 |
| Low: | 4.5900 |
| Previous Close: | 5.1800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.52% | ||
|---|---|---|---|
| 1 Month | -22.99% | ||
| 3 Months | -22.60% | ||
| YTD | +3.38% | ||
| 1 Year | -0.65% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.1800 | 4.5900 |
|---|---|---|
| 1M High / 1M Low: | 6.0700 | 4.5900 |
| 6M High / 6M Low: | 6.2100 | 3.5500 |
| High (YTD): | 10/05/2024 | 6.2100 |
| Low (YTD): | 17/01/2024 | 3.5500 |
| 52W High: | 10/05/2024 | 6.2100 |
| 52W Low: | 26/10/2023 | 1.3500 |
| Avg. price 1W: | 4.8680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 5.0900 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.8374 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 3.7685 | |
| Avg. volume 1Y: | 1.3281 | |
| Volatility 1M: | 87.62% | |
| Volatility 6M: | 63.48% | |
| Volatility 1Y: | 75.57% | |
| Volatility 3Y: | - |
