HSBC WAR. CALL 12/25 SIE/ DE000TT4WG49 /
| 6/3/2024 11:36:48 AM | Chg.+0.170 | Bid1:11:18 PM | Ask1:11:18 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.450EUR | +2.71% | 6.420 Bid Size: 50,000 |
6.450 Ask Size: 50,000 |
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: | 2.75 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.40 |
|---|---|
| Intrinsic value: | 5.63 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.23 |
| Parity: | 5.63 |
| Time value: | 0.79 |
| Break-even: | 184.20 |
| Moneyness: | 1.47 |
| Premium: | 0.05 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.05 |
| Spread %: | 0.78% |
| Delta: | 0.95 |
| Theta: | -0.02 |
| Omega: | 2.61 |
| Rho: | 1.59 |
Quote data
| Open: | 6.370 |
|---|---|
| High: | 6.470 |
| Low: | 6.370 |
| Previous Close: | 6.280 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.23% | ||
|---|---|---|---|
| 1 Month | -0.46% | ||
| 3 Months | -6.66% | ||
| YTD | +15.80% | ||
| 1 Year | +25.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.530 | 6.260 |
|---|---|---|
| 1M High / 1M Low: | 7.430 | 6.020 |
| 6M High / 6M Low: | 7.430 | 4.530 |
| 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: | 6.356 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.569 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.916 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 4.754 | |
| Avg. volume 1Y: | .059 | |
| Volatility 1M: | 66.90% | |
| Volatility 6M: | 50.87% | |
| Volatility 1Y: | 63.87% | |
| Volatility 3Y: | - |
