HSBC WAR. CALL 12/25 SIE/ DE000TT4WG49 /
| 6/14/2024 9:36:30 PM | Chg.-0.470 | Bid9:59:57 PM | Ask9:59:57 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.330EUR | -8.10% | 5.300 Bid Size: 20,000 |
5.340 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 120.00 EUR | 12/17/2025 | Call |
Master data
| WKN: | TT4WG4 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 120.00 EUR |
| Maturity: | 12/17/2025 |
| Issue date: | 12/8/2020 |
| Last trading day: | 12/16/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.92 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.86 |
|---|---|
| Intrinsic value: | 5.08 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.23 |
| Parity: | 5.08 |
| Time value: | 0.77 |
| Break-even: | 178.50 |
| Moneyness: | 1.42 |
| Premium: | 0.04 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.05 |
| Spread %: | 0.86% |
| Delta: | 0.94 |
| Theta: | -0.02 |
| Omega: | 2.76 |
| Rho: | 1.55 |
Quote data
| Open: | 5.820 |
|---|---|
| High: | 5.820 |
| Low: | 5.330 |
| Previous Close: | 5.800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -12.91% | ||
|---|---|---|---|
| 1 Month | -27.58% | ||
| 3 Months | -26.89% | ||
| YTD | -4.31% | ||
| 1 Year | -8.73% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.400 | 5.330 |
|---|---|---|
| 1M High / 1M Low: | 7.360 | 5.330 |
| 6M High / 6M Low: | 7.430 | 4.600 |
| High (YTD): | 5/13/2024 | 7.430 |
| Low (YTD): | 1/17/2024 | 4.600 |
| 52W High: | 5/13/2024 | 7.430 |
| 52W Low: | 10/26/2023 | 1.950 |
| Avg. price 1W: | 5.918 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.228 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.003 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 4.791 | |
| Avg. volume 1Y: | .059 | |
| Volatility 1M: | 78.53% | |
| Volatility 6M: | 55.18% | |
| Volatility 1Y: | 65.19% | |
| Volatility 3Y: | - |
