HSBC WAR. CALL 12/25 SIE/ DE000TT4WG49 /
| 6/18/2024 9:35:39 AM | Chg.+0.060 | Bid9:39:05 AM | Ask9:39:05 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.590EUR | +1.08% | 5.580 Bid Size: 50,000 |
5.600 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 120.00 EUR | 12/17/2025 | 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: | 12/17/2025 |
| Issue date: | 12/8/2020 |
| Last trading day: | 12/16/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.10 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.38 |
|---|---|
| Intrinsic value: | 4.57 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.24 |
| Parity: | 4.57 |
| Time value: | 0.77 |
| Break-even: | 173.40 |
| Moneyness: | 1.38 |
| Premium: | 0.05 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.04 |
| Spread %: | 0.75% |
| Delta: | 0.94 |
| Theta: | -0.02 |
| Omega: | 2.91 |
| Rho: | 1.53 |
Quote data
| Open: | 5.610 |
|---|---|
| High: | 5.610 |
| Low: | 5.590 |
| Previous Close: | 5.530 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.37% | ||
|---|---|---|---|
| 1 Month | -7.14% | ||
| 3 Months | -21.71% | ||
| YTD | +0.36% | ||
| 1 Year | -1.93% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.400 | 5.330 |
|---|---|---|
| 1M High / 1M Low: | 6.530 | 5.330 |
| 6M High / 6M Low: | 7.430 | 4.600 |
| High (YTD): | 5/13/2024 | 7.430 |
| Low (YTD): | 1/17/2024 | 4.600 |
| 52W High: | 5/13/2024 | 7.430 |
| 52W Low: | 10/26/2023 | 1.950 |
| Avg. price 1W: | 5.806 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.151 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.004 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 4.786 | |
| Avg. volume 1Y: | .059 | |
| Volatility 1M: | 65.05% | |
| Volatility 6M: | 54.92% | |
| Volatility 1Y: | 65.35% | |
| Volatility 3Y: | - |
