HSBC WAR. CALL 12/24 SIE/ DE000TT4FFZ2 /
| 21/06/2024 21:35:32 | Chg.-0.1800 | Bid21:59:55 | Ask21:59:55 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.8000EUR | -4.52% | 3.7800 Bid Size: 20,000 |
3.8200 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 135.00 EUR | 18/12/2024 | Call |
Master data
| WKN: | TT4FFZ |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 135.00 EUR |
| Maturity: | 18/12/2024 |
| Issue date: | 01/10/2020 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.40 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.64 |
|---|---|
| Intrinsic value: | 3.32 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.24 |
| Parity: | 3.32 |
| Time value: | 0.50 |
| Break-even: | 173.20 |
| Moneyness: | 1.25 |
| Premium: | 0.03 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.04 |
| Spread %: | 1.06% |
| Delta: | 0.88 |
| Theta: | -0.03 |
| Omega: | 3.85 |
| Rho: | 0.53 |
Quote data
| Open: | 3.9900 |
|---|---|
| High: | 3.9900 |
| Low: | 3.7700 |
| Previous Close: | 3.9800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.68% | ||
|---|---|---|---|
| 1 Month | -17.21% | ||
| 3 Months | -18.80% | ||
| YTD | -5.00% | ||
| 1 Year | +6.44% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.9800 | 3.8000 |
|---|---|---|
| 1M High / 1M Low: | 4.8200 | 3.6300 |
| 6M High / 6M Low: | 5.7700 | 3.0400 |
| High (YTD): | 10/05/2024 | 5.7700 |
| Low (YTD): | 17/01/2024 | 3.0400 |
| 52W High: | 10/05/2024 | 5.7700 |
| 52W Low: | 26/10/2023 | 0.8800 |
| Avg. price 1W: | 3.8600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.3409 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.3560 | |
| Avg. volume 6M: | 6.4597 | |
| Avg. price 1Y: | 3.2617 | |
| Avg. volume 1Y: | 21.5765 | |
| Volatility 1M: | 89.89% | |
| Volatility 6M: | 75.43% | |
| Volatility 1Y: | 93.17% | |
| Volatility 3Y: | - |
