HSBC WAR. CALL 06/24 SIE/ DE000TT74036 /
| 2024-06-03 8:02:22 AM | Chg.+0.0900 | Bid9:27:13 AM | Ask9:27:13 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.2500EUR | +2.85% | 3.3800 Bid Size: 50,000 |
3.4100 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 145.00 EUR | 2024-06-19 | Call |
Master data
| WKN: | TT7403 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 145.00 EUR |
| Maturity: | 2024-06-19 |
| Issue date: | 2021-07-13 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.34 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.15 |
|---|---|
| Intrinsic value: | 3.13 |
| Implied volatility: | 0.74 |
| Historic volatility: | 0.23 |
| Parity: | 3.13 |
| Time value: | 0.17 |
| Break-even: | 178.00 |
| Moneyness: | 1.22 |
| Premium: | 0.01 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.05 |
| Spread %: | 1.54% |
| Delta: | 0.90 |
| Theta: | -0.15 |
| Omega: | 4.81 |
| Rho: | 0.06 |
Quote data
| Open: | 3.2500 |
|---|---|
| High: | 3.2500 |
| Low: | 3.2500 |
| Previous Close: | 3.1600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.97% | ||
|---|---|---|---|
| 1 Month | -3.56% | ||
| 3 Months | -16.24% | ||
| YTD | +19.05% | ||
| 1 Year | +22.18% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.4200 | 3.1300 |
|---|---|---|
| 1M High / 1M Low: | 4.4000 | 2.8800 |
| 6M High / 6M Low: | 4.4000 | 1.7600 |
| High (YTD): | 2024-05-10 | 4.4000 |
| Low (YTD): | 2024-01-17 | 1.7600 |
| 52W High: | 2024-05-10 | 4.4000 |
| 52W Low: | 2023-10-26 | 0.2900 |
| Avg. price 1W: | 3.2360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.4657 | |
| Avg. volume 1M: | 3.8571 | |
| Avg. price 6M: | 2.9235 | |
| Avg. volume 6M: | 1.2581 | |
| Avg. price 1Y: | 2.0785 | |
| Avg. volume 1Y: | 1.2283 | |
| Volatility 1M: | 125.92% | |
| Volatility 6M: | 101.38% | |
| Volatility 1Y: | 133.47% | |
| Volatility 3Y: | - |
