HSBC WAR. CALL 06/24 SIE/ DE000TT74010 /
2024-05-31 9:35:53 PM | Chg.+0.0100 | Bid9:59:29 PM | Ask9:59:29 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.1700EUR | +0.24% | 4.2600 Bid Size: 20,000 |
4.3100 Ask Size: 20,000 |
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: | 4.1600 |
---|---|
High: | 4.1900 |
Low: | 4.1600 |
Previous Close: | 4.1600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -6.08% | ||
---|---|---|---|
1 Month | -4.58% | ||
3 Months | -13.84% | ||
YTD | +15.51% | ||
1 Year | +24.48% | ||
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: | - |