HSBC WAR. CALL 12/25 SIE/ DE000TT4WG56 /
| 6/21/2024 9:35:34 PM | Chg.-0.200 | Bid9:59:55 PM | Ask9:59:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.090EUR | -3.78% | 5.080 Bid Size: 20,000 |
5.120 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 125.00 EUR | 12/17/2025 | Call |
Master data
| WKN: | TT4WG5 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 125.00 EUR |
| Maturity: | 12/17/2025 |
| Issue date: | 12/8/2020 |
| Last trading day: | 12/16/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.19 |
|---|---|
| Intrinsic value: | 4.32 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.24 |
| Parity: | 4.32 |
| Time value: | 0.80 |
| Break-even: | 176.20 |
| Moneyness: | 1.35 |
| Premium: | 0.05 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.04 |
| Spread %: | 0.79% |
| Delta: | 0.93 |
| Theta: | -0.02 |
| Omega: | 3.06 |
| Rho: | 1.57 |
Quote data
| Open: | 5.290 |
|---|---|
| High: | 5.290 |
| Low: | 5.060 |
| Previous Close: | 5.290 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.25% | ||
|---|---|---|---|
| 1 Month | -13.44% | ||
| 3 Months | -14.31% | ||
| YTD | -1.74% | ||
| 1 Year | +8.99% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.290 | 5.090 |
|---|---|---|
| 1M High / 1M Low: | 6.120 | 4.930 |
| 6M High / 6M Low: | 7.040 | 4.230 |
| High (YTD): | 5/10/2024 | 7.040 |
| Low (YTD): | 1/17/2024 | 4.230 |
| 52W High: | 5/10/2024 | 7.040 |
| 52W Low: | 10/26/2023 | 1.720 |
| Avg. price 1W: | 5.164 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.649 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.616 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 4.434 | |
| Avg. volume 1Y: | 3.922 | |
| Volatility 1M: | 68.15% | |
| Volatility 6M: | 58.71% | |
| Volatility 1Y: | 68.99% | |
| Volatility 3Y: | - |
