HSBC WAR. CALL 06/24 SIE/ DE000TT74010 /
| 2024-06-03 9:36:38 AM | Chg.+0.2000 | Bid10:20:03 AM | Ask10:20:03 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.3700EUR | +4.80% | 4.3200 Bid Size: 50,000 |
4.3500 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: | 1.02 |
| Historic volatility: | 0.23 |
| Parity: | 4.13 |
| Time value: | 0.18 |
| Break-even: | 178.10 |
| Moneyness: | 1.31 |
| Premium: | 0.01 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.05 |
| Spread %: | 1.17% |
| Delta: | 0.91 |
| Theta: | -0.20 |
| Omega: | 3.74 |
| Rho: | 0.05 |
Quote data
| Open: | 4.2700 |
|---|---|
| High: | 4.3700 |
| Low: | 4.2700 |
| Previous Close: | 4.1700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.58% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | -9.71% | ||
| YTD | +21.05% | ||
| 1 Year | +30.45% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.4400 | 4.1400 |
|---|---|---|
| 1M High / 1M Low: | 5.3600 | 3.9100 |
| 6M High / 6M Low: | 5.3600 | 2.5400 |
| High (YTD): | 2024-05-13 | 5.3600 |
| Low (YTD): | 2024-01-17 | 2.5500 |
| 52W High: | 2024-05-13 | 5.3600 |
| 52W Low: | 2023-10-26 | 0.5100 |
| Avg. price 1W: | 4.2500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.4643 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.8428 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.8007 | |
| Avg. volume 1Y: | .6142 | |
| Volatility 1M: | 97.26% | |
| Volatility 6M: | 81.82% | |
| Volatility 1Y: | 114.13% | |
| Volatility 3Y: | - |
