HSBC WAR. CALL 12/25 SIE/  DE000TT4WG23  /

gettex Zettex2
6/14/2024  9:36:06 PM Chg.-0.460 Bid9:59:04 PM Ask9:59:04 PM Underlying Strike price Expiration date Option type
6.170EUR -6.94% 6.120
Bid Size: 20,000
6.170
Ask Size: 20,000
SIEMENS AG NA O.N. 110.00 EUR 12/17/2025 Call
 

Master data

WKN: TT4WG2
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 110.00 EUR
Maturity: 12/17/2025
Issue date: 12/8/2020
Last trading day: 12/16/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.69
Leverage: Yes

Calculated values

Fair value: 6.24
Intrinsic value: 5.57
Implied volatility: 0.18
Historic volatility: 0.23
Parity: 5.57
Time value: 0.60
Break-even: 171.70
Moneyness: 1.51
Premium: 0.04
Premium p.a.: 0.02
Spread abs.: 0.05
Spread %: 0.82%
Delta: 0.99
Theta: -0.01
Omega: 2.65
Rho: 1.54
 

Quote data

Open: 6.660
High: 6.660
Low: 6.170
Previous Close: 6.630
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.48%
1 Month
  -25.03%
3 Months
  -24.29%
YTD
  -2.99%
1 Year
  -6.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.280 6.170
1M High / 1M Low: 8.230 6.170
6M High / 6M Low: 8.300 5.360
High (YTD): 5/13/2024 8.300
Low (YTD): 1/17/2024 5.360
52W High: 5/13/2024 8.300
52W Low: 10/26/2023 2.470
Avg. price 1W:   6.768
Avg. volume 1W:   0.000
Avg. price 1M:   7.084
Avg. volume 1M:   0.000
Avg. price 6M:   6.828
Avg. volume 6M:   0.000
Avg. price 1Y:   5.535
Avg. volume 1Y:   0.000
Volatility 1M:   71.73%
Volatility 6M:   50.35%
Volatility 1Y:   58.89%
Volatility 3Y:   -