HSBC Call 100 SIE 18.12.2024
/ DE000TT4FFS7
HSBC Call 100 SIE 18.12.2024/ DE000TT4FFS7 /
| 2024-04-25 8:24:57 AM |
Chg.-0.16 |
Bid10:00:10 PM |
Ask10:00:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.71EUR |
-2.03% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
100.00 EUR |
2024-12-18 |
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: |
2024-12-18 |
| Issue date: |
2020-10-01 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.71 |
| Intrinsic value: |
7.46 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.22 |
| Parity: |
7.46 |
| Time value: |
0.34 |
| Break-even: |
178.00 |
| Moneyness: |
1.75 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.05 |
| Spread %: |
0.65% |
| Delta: |
0.97 |
| Theta: |
-0.02 |
| Omega: |
2.16 |
| Rho: |
0.59 |
Quote data
| Open: |
7.71 |
| High: |
7.71 |
| Low: |
7.71 |
| Previous Close: |
7.87 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.03% |
| 1 Month |
|
|
-0.39% |
| 3 Months |
|
|
+13.88% |
| YTD |
|
|
+10.78% |
| 1 Year |
|
|
+43.58% |
| 3 Years |
|
|
+67.25% |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
7.87 |
7.64 |
| 1M High / 1M Low: |
8.00 |
7.55 |
| 6M High / 6M Low: |
8.86 |
2.82 |
| High (YTD): |
2024-03-18 |
8.86 |
| Low (YTD): |
2024-01-17 |
5.98 |
| 52W High: |
2024-03-18 |
8.86 |
| 52W Low: |
2023-10-26 |
2.82 |
| Avg. price 1W: |
|
7.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.83 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
22.62% |
| Volatility 6M: |
|
51.62% |
| Volatility 1Y: |
|
54.94% |
| Volatility 3Y: |
|
79.07% |
