HSBC WAR. CALL 12/25 SIE/ DE000TT4WG23 /
| 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: | - |
