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HSBC Call 135 SIE 19.06.2024/  DE000TT74010  /

EUWAX
2024-06-03  8:11:29 AM Chg.+0.18 Bid9:19:54 AM Ask9:19:54 AM Underlying Strike price Expiration date Option type
4.32EUR +4.35% 4.42
Bid Size: 50,000		 4.45
Ask Size: 50,000		 SIEMENS AG NA O.N. 135.00 EUR 2024-06-19 Call
 

Master data

WKN: TT7401
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 135.00 EUR
Maturity: 2024-06-19
Issue date: 2021-07-13
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.09
Leverage: Yes

Calculated values

Fair value: 4.15
Intrinsic value: 4.13
Implied volatility: 0.95
Historic volatility: 0.23
Parity: 4.13
Time value: 0.18
Break-even: 178.10
Moneyness: 1.31
Premium: 0.01
Premium p.a.: 0.23
Spread abs.: 0.05
Spread %: 1.17%
Delta: 0.92
Theta: -0.17
Omega: 3.74
Rho: 0.06
 

Quote data

Open: 4.32
High: 4.32
Low: 4.32
Previous Close: 4.14
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.13%
1 Month  
+4.10%
3 Months
  -14.62%
YTD  
+23.43%
1 Year  
+29.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.41 4.04
1M High / 1M Low: 5.36 3.82
6M High / 6M Low: 5.36 2.52
High (YTD): 2024-05-13 5.36
Low (YTD): 2024-01-17 2.53
52W High: 2024-05-13 5.36
52W Low: 2023-10-27 0.50
Avg. price 1W:   4.20
Avg. volume 1W:   0.00
Avg. price 1M:   4.39
Avg. volume 1M:   0.00
Avg. price 6M:   3.81
Avg. volume 6M:   39.92
Avg. price 1Y:   2.78
Avg. volume 1Y:   35.63
Volatility 1M:   82.37%
Volatility 6M:   75.76%
Volatility 1Y:   114.73%
Volatility 3Y:   -