HSBC WAR. CALL 12/24 SIE/ DE000TT4FFV1 /
2024-09-27 9:37:33 AM | Chg.-0.030 | Bid10:06:07 AM | Ask10:06:07 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
6.740EUR | -0.44% | 6.740 Bid Size: 50,000 |
6.770 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 115.00 EUR | 2024-12-18 | Call |
Master data
WKN: | TT4FFV |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 115.00 EUR |
Maturity: | 2024-12-18 |
Issue date: | 2020-10-01 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 2.67 |
Leverage: | Yes |
Calculated values
Fair value: | 6.76 |
---|---|
Intrinsic value: | 6.67 |
Implied volatility: | 0.54 |
Historic volatility: | 0.24 |
Parity: | 6.67 |
Time value: | 0.14 |
Break-even: | 183.10 |
Moneyness: | 1.58 |
Premium: | 0.01 |
Premium p.a.: | 0.03 |
Spread abs.: | 0.05 |
Spread %: | 0.74% |
Delta: | 0.97 |
Theta: | -0.03 |
Omega: | 2.60 |
Rho: | 0.24 |
Quote data
Open: | 6.740 |
---|---|
High: | 6.740 |
Low: | 6.740 |
Previous Close: | 6.770 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +26.45% | ||
---|---|---|---|
1 Month | +23.67% | ||
3 Months | +9.77% | ||
YTD | +18.25% | ||
1 Year | +136.49% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 6.770 | 5.330 |
---|---|---|
1M High / 1M Low: | 6.770 | 4.840 |
6M High / 6M Low: | 7.650 | 4.280 |
High (YTD): | 2024-05-10 | 7.650 |
Low (YTD): | 2024-08-07 | 4.280 |
52W High: | 2024-05-10 | 7.650 |
52W Low: | 2023-10-26 | 1.830 |
Avg. price 1W: | 5.806 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 5.403 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 5.968 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 5.330 | |
Avg. volume 1Y: | .879 | |
Volatility 1M: | 74.03% | |
Volatility 6M: | 65.74% | |
Volatility 1Y: | 69.01% | |
Volatility 3Y: | - |