HSBC Call 100 SIE 18.12.2024/  DE000TT4FFS7  /

EUWAX
5/17/2021  9:06:53 AM Chg.+0.26 Bid2:21:05 PM Ask2:21:05 PM Underlying Strike price Expiration date Option type
4.90EUR +5.60% 4.68
Bid Size: 50,000
4.71
Ask Size: 50,000
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: 2.94
Leverage: Yes

Calculated values

Fair value: 4.45
Intrinsic value: 4.45
Implied volatility: 0.99
Historic volatility: 0.28
Parity: 4.45
Time value: 0.47
Break-even: 149.20
Moneyness: 1.44
Premium: 0.03
Premium p.a.: 0.01
Spread abs.: 0.04
Spread %: 0.81%
Delta: 0.52
Theta: 0.00
Omega: 1.53
Rho: 0.94
 

Quote data

Open: 4.90
High: 4.90
Low: 4.90
Previous Close: 4.64
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.45%
1 Month  
+9.13%
3 Months  
+29.63%
YTD  
+96.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.83 4.24
1M High / 1M Low: 4.94 4.24
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:   4.56
Avg. volume 1W:   0.00
Avg. price 1M:   4.59
Avg. volume 1M:   0.00
Avg. price 6M:   3.55
Avg. volume 6M:   174.80
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   63.62%
Volatility 6M:   67.33%
Volatility 1Y:   -
Volatility 3Y:   -