HSBC WAR. CALL 06/24 SIE/ DE000TT74028 /
| 2024-06-03 8:00:12 AM | Chg.+0.1000 | Bid8:07:46 AM | Ask8:07:46 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.7600EUR | +2.73% | 3.8000 Bid Size: 20,000 |
3.8500 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 140.00 EUR | 2024-06-19 | Call |
Master data
| WKN: | TT7402 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 140.00 EUR |
| Maturity: | 2024-06-19 |
| Issue date: | 2021-07-13 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.63 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.65 |
|---|---|
| Intrinsic value: | 3.63 |
| Implied volatility: | 0.85 |
| Historic volatility: | 0.23 |
| Parity: | 3.63 |
| Time value: | 0.18 |
| Break-even: | 178.10 |
| Moneyness: | 1.26 |
| Premium: | 0.01 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.05 |
| Spread %: | 1.33% |
| Delta: | 0.91 |
| Theta: | -0.17 |
| Omega: | 4.19 |
| Rho: | 0.06 |
Quote data
| Open: | 3.7600 |
|---|---|
| High: | 3.7600 |
| Low: | 3.7600 |
| Previous Close: | 3.6600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.33% | ||
|---|---|---|---|
| 1 Month | -2.84% | ||
| 3 Months | -13.96% | ||
| YTD | +18.99% | ||
| 1 Year | +25.75% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.9300 | 3.6500 |
|---|---|---|
| 1M High / 1M Low: | 4.8900 | 3.4100 |
| 6M High / 6M Low: | 4.8900 | 2.1300 |
| High (YTD): | 2024-05-10 | 4.8900 |
| Low (YTD): | 2024-01-17 | 2.1300 |
| 52W High: | 2024-05-10 | 4.8900 |
| 52W Low: | 2023-10-26 | 0.3800 |
| Avg. price 1W: | 3.7440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.9671 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.3766 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.4280 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 110.98% | |
| Volatility 6M: | 90.90% | |
| Volatility 1Y: | 123.89% | |
| Volatility 3Y: | - |
