HSBC WAR. CALL 12/24 SIE/ DE000TT4FFZ2 /
| 9/25/2024 11:35:44 AM | Chg.+0.2200 | Bid11:46:48 AM | Ask11:46:48 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.9100EUR | +5.96% | 3.8700 Bid Size: 50,000 |
3.9000 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 135.00 EUR | 12/18/2024 | 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: | 12/18/2024 |
| Issue date: | 10/1/2020 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.55 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.65 |
|---|---|
| Intrinsic value: | 3.53 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.24 |
| Parity: | 3.53 |
| Time value: | 0.21 |
| Break-even: | 172.40 |
| Moneyness: | 1.26 |
| Premium: | 0.01 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.05 |
| Spread %: | 1.36% |
| Delta: | 0.93 |
| Theta: | -0.04 |
| Omega: | 4.23 |
| Rho: | 0.28 |
Quote data
| Open: | 3.6400 |
|---|---|
| High: | 3.9200 |
| Low: | 3.6400 |
| Previous Close: | 3.6900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +16.37% | ||
|---|---|---|---|
| 1 Month | +13.01% | ||
| 3 Months | -0.76% | ||
| YTD | -2.25% | ||
| 1 Year | +164.19% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.7000 | 3.3600 |
|---|---|---|
| 1M High / 1M Low: | 3.7900 | 2.9800 |
| 6M High / 6M Low: | 5.7700 | 2.5200 |
| High (YTD): | 5/10/2024 | 5.7700 |
| Low (YTD): | 8/7/2024 | 2.5200 |
| 52W High: | 5/10/2024 | 5.7700 |
| 52W Low: | 10/26/2023 | 0.8800 |
| Avg. price 1W: | 3.5220 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.4168 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.1067 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 3.5964 | |
| Avg. volume 1Y: | 14.0703 | |
| Volatility 1M: | 81.47% | |
| Volatility 6M: | 86.10% | |
| Volatility 1Y: | 93.69% | |
| Volatility 3Y: | - |
