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HSBC WAR. CALL 12/25 VOW3/  DE000TT4WJ87  /

gettex Zettex2
10/06/2024  08:00:42 Chg.0.0000 Bid08:49:19 Ask08:49:19 Underlying Strike price Expiration date Option type
1.4400EUR 0.00% 1.4000
Bid Size: 43,030		 1.4400
Ask Size: 43,030		 VOLKSWAGEN AG VZO O.... 116.155 EUR 17/12/2025 Call
 

Master data

WKN: TT4WJ8
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: VOLKSWAGEN AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 116.16 EUR
Maturity: 17/12/2025
Issue date: 08/12/2020
Last trading day: 16/12/2025
Ratio: 8.61:1
Exercise type: American
Quanto: -
Gearing: 8.90
Leverage: Yes

Calculated values

Fair value: 1.53
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.21
Parity: -0.41
Time value: 1.47
Break-even: 128.81
Moneyness: 0.97
Premium: 0.14
Premium p.a.: 0.09
Spread abs.: 0.04
Spread %: 2.80%
Delta: 0.59
Theta: -0.02
Omega: 5.25
Rho: 0.82
 

Quote data

Open: 1.4400
High: 1.4400
Low: 1.4400
Previous Close: 1.4400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.28%
1 Month  
+3.60%
3 Months  
+1.41%
YTD  
+7.46%
1 Year
  -52.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.5700 1.4400
1M High / 1M Low: 1.7100 1.3700
6M High / 6M Low: 2.1900 0.9800
High (YTD): 08/04/2024 2.1900
Low (YTD): 19/01/2024 0.9800
52W High: 14/06/2023 3.4000
52W Low: 30/10/2023 0.9300
Avg. price 1W:   1.5240
Avg. volume 1W:   0.0000
Avg. price 1M:   1.5276
Avg. volume 1M:   0.0000
Avg. price 6M:   1.5683
Avg. volume 6M:   32.2581
Avg. price 1Y:   1.6811
Avg. volume 1Y:   16.6063
Volatility 1M:   93.65%
Volatility 6M:   108.67%
Volatility 1Y:   98.78%
Volatility 3Y:   -