HSBC WAR. CALL 12/24 SIE/ DE000TT4FFZ2 /
| 2024-05-24 9:36:57 PM | Chg.+0.0500 | Bid9:59:18 PM | Ask9:59:18 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.6400EUR | +1.09% | 4.6400 Bid Size: 20,000 |
4.7200 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 135.00 EUR | 2024-12-18 | 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: | 2024-12-18 |
| Issue date: | 2020-10-01 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.76 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.56 |
|---|---|
| Intrinsic value: | 4.23 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.23 |
| Parity: | 4.23 |
| Time value: | 0.49 |
| Break-even: | 182.20 |
| Moneyness: | 1.31 |
| Premium: | 0.03 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.08 |
| Spread %: | 1.72% |
| Delta: | 0.91 |
| Theta: | -0.03 |
| Omega: | 3.41 |
| Rho: | 0.65 |
Quote data
| Open: | 4.5900 |
|---|---|
| High: | 4.6400 |
| Low: | 4.5900 |
| Previous Close: | 4.5900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.91% | ||
|---|---|---|---|
| 1 Month | +4.27% | ||
| 3 Months | -0.85% | ||
| YTD | +16.00% | ||
| 1 Year | +34.88% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.6400 | 4.3100 |
|---|---|---|
| 1M High / 1M Low: | 5.7700 | 4.3000 |
| 6M High / 6M Low: | 5.7700 | 2.4800 |
| High (YTD): | 2024-05-10 | 5.7700 |
| Low (YTD): | 2024-01-17 | 3.0400 |
| 52W High: | 2024-05-10 | 5.7700 |
| 52W Low: | 2023-10-26 | 0.8800 |
| Avg. price 1W: | 4.4500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.8714 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.1956 | |
| Avg. volume 6M: | 29.0484 | |
| Avg. price 1Y: | 3.2228 | |
| Avg. volume 1Y: | 33.0156 | |
| Volatility 1M: | 91.03% | |
| Volatility 6M: | 69.79% | |
| Volatility 1Y: | 91.09% | |
| Volatility 3Y: | - |
