HSBC WAR. CALL 12/25 SIE/ DE000TT4WG49 /
| 2024-05-21 9:36:50 PM | Chg.+0.020 | Bid9:58:40 PM | Ask9:58:40 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.050EUR | +0.33% | 6.050 Bid Size: 20,000 |
6.110 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 120.00 EUR | 2025-12-17 | Call |
Master data
| WKN: | TT4WG4 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 120.00 EUR |
| Maturity: | 2025-12-17 |
| Issue date: | 2020-12-08 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.87 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.13 |
|---|---|
| Intrinsic value: | 5.31 |
| Implied volatility: | 0.17 |
| Historic volatility: | 0.23 |
| Parity: | 5.31 |
| Time value: | 0.72 |
| Break-even: | 180.30 |
| Moneyness: | 1.44 |
| Premium: | 0.04 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.06 |
| Spread %: | 1.01% |
| Delta: | 0.98 |
| Theta: | -0.01 |
| Omega: | 2.83 |
| Rho: | 1.74 |
Quote data
| Open: | 6.010 |
|---|---|
| High: | 6.050 |
| Low: | 6.010 |
| Previous Close: | 6.030 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -16.09% | ||
|---|---|---|---|
| 1 Month | -1.14% | ||
| 3 Months | +4.31% | ||
| YTD | +8.62% | ||
| 1 Year | +16.35% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 7.360 | 6.020 |
|---|---|---|
| 1M High / 1M Low: | 7.430 | 6.020 |
| 6M High / 6M Low: | 7.430 | 3.830 |
| High (YTD): | 2024-05-13 | 7.430 |
| Low (YTD): | 2024-01-17 | 4.600 |
| 52W High: | 2024-05-13 | 7.430 |
| 52W Low: | 2023-10-26 | 1.950 |
| Avg. price 1W: | 6.570 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.606 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.756 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 4.706 | |
| Avg. volume 1Y: | .118 | |
| Volatility 1M: | 68.96% | |
| Volatility 6M: | 50.99% | |
| Volatility 1Y: | 64.82% | |
| Volatility 3Y: | - |
