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HSBC Call 100 SIE 18.12.2024/  DE000TT4FFS7  /

Frankfurt Zert./HSBC
2024-04-24  9:35:49 PM Chg.-0.080 Bid9:50:49 PM Ask9:50:49 PM Underlying Strike price Expiration date Option type
7.760EUR -1.02% -
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: 2.22
Leverage: Yes

Calculated values

Fair value: 7.78
Intrinsic value: 7.53
Implied volatility: 0.45
Historic volatility: 0.22
Parity: 7.53
Time value: 0.36
Break-even: 178.90
Moneyness: 1.75
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.05
Spread %: 0.64%
Delta: 0.96
Theta: -0.02
Omega: 2.14
Rho: 0.59
 

Quote data

Open: 7.880
High: 7.980
Low: 7.720
Previous Close: 7.840
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -0.26%
1 Month  
+0.26%
3 Months  
+14.45%
YTD  
+9.92%
1 Year  
+44.24%
3 Years  
+64.06%
5 Years     -
1W High / 1W Low: 7.840 7.590
1M High / 1M Low: 8.040 7.480
6M High / 6M Low: 8.880 2.800
High (YTD): 2024-03-15 8.880
Low (YTD): 2024-01-17 5.990
52W High: 2024-03-15 8.880
52W Low: 2023-10-26 2.800
Avg. price 1W:   7.758
Avg. volume 1W:   0.000
Avg. price 1M:   7.755
Avg. volume 1M:   0.000
Avg. price 6M:   6.562
Avg. volume 6M:   0.000
Avg. price 1Y:   5.835
Avg. volume 1Y:   0.000
Volatility 1M:   33.58%
Volatility 6M:   53.89%
Volatility 1Y:   55.74%
Volatility 3Y:   77.50%