HSBC WAR. CALL 12/25 SIE/ DE000TT4WG31 /
| 2024-06-11 9:35:02 AM | Chg.+0.040 | Bid10:48:47 AM | Ask10:48:47 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.550EUR | +0.61% | 6.510 Bid Size: 50,000 |
6.540 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 115.00 EUR | 2025-12-17 | Call |
Master data
| WKN: | TT4WG3 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 115.00 EUR |
| Maturity: | 2025-12-17 |
| Issue date: | 2020-12-08 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.66 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.64 |
|---|---|
| Intrinsic value: | 5.94 |
| Implied volatility: | 0.13 |
| Historic volatility: | 0.23 |
| Parity: | 5.94 |
| Time value: | 0.63 |
| Break-even: | 180.70 |
| Moneyness: | 1.52 |
| Premium: | 0.04 |
| Premium p.a.: | 0.02 |
| Spread abs.: | 0.05 |
| Spread %: | 0.77% |
| Delta: | 1.00 |
| Theta: | -0.01 |
| Omega: | 2.65 |
| Rho: | 1.65 |
Quote data
| Open: | 6.520 |
|---|---|
| High: | 6.550 |
| Low: | 6.520 |
| Previous Close: | 6.510 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.46% | ||
|---|---|---|---|
| 1 Month | -16.56% | ||
| 3 Months | -9.28% | ||
| YTD | +9.72% | ||
| 1 Year | +20.85% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.920 | 6.510 |
|---|---|---|
| 1M High / 1M Low: | 7.860 | 6.440 |
| 6M High / 6M Low: | 7.860 | 4.970 |
| High (YTD): | 2024-05-13 | 7.860 |
| Low (YTD): | 2024-01-17 | 4.970 |
| 52W High: | 2024-05-13 | 7.860 |
| 52W Low: | 2023-10-26 | 2.200 |
| Avg. price 1W: | 6.646 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.824 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.387 | |
| Avg. volume 6M: | .800 | |
| Avg. price 1Y: | 5.149 | |
| Avg. volume 1Y: | .392 | |
| Volatility 1M: | 62.67% | |
| Volatility 6M: | 48.86% | |
| Volatility 1Y: | 60.76% | |
| Volatility 3Y: | - |
