HSBC Call 100 SIE 18.12.2024/  DE000TT4FFS7  /

EUWAX
5/5/2021  9:05:47 AM Chg.-0.20 Bid10:00:04 PM Ask10:00:04 PM Underlying Strike price Expiration date Option type
4.30EUR -4.44% -
Bid Size: -
-
Ask Size: -
SIEMENS AG NA O.N. 100.00 EUR 12/18/2024 Call

Master data

WKN: TT4FFS
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 100.00 EUR
Maturity: 12/18/2024
Issue date: 10/1/2020
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.21
Leverage: Yes

Calculated values

Fair value: 3.61
Intrinsic value: 3.61
Implied volatility: 0.96
Historic volatility: 0.29
Parity: 3.61
Time value: 0.63
Break-even: 142.40
Moneyness: 1.36
Premium: 0.05
Premium p.a.: 0.01
Spread abs.: 0.04
Spread %: 0.94%
Delta: 0.49
Theta: 0.00
Omega: 1.57
Rho: 0.88
 

Quote data

Open: 4.30
High: 4.30
Low: 4.30
Previous Close: 4.50
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.32%
1 Month
  -4.02%
3 Months  
+1.42%
YTD  
+72.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.69 4.44
1M High / 1M Low: 4.94 4.41
6M High / 6M Low: 4.94 1.98
High (YTD): 4/19/2021 4.94
Low (YTD): 1/5/2021 2.48
52W High: - -
52W Low: - -
Avg. price 1W:   4.54
Avg. volume 1W:   0.00
Avg. price 1M:   4.58
Avg. volume 1M:   0.00
Avg. price 6M:   3.40
Avg. volume 6M:   199.19
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   49.50%
Volatility 6M:   72.59%
Volatility 1Y:   -
Volatility 3Y:   -