HSBC Call 100 SIE 18.12.2024/  DE000TT4FFS7  /

Frankfurt Zert./HSBC
5/14/2021  7:35:49 PM Chg.+0.350 Bid7:49:35 PM Ask7:49:35 PM Underlying Strike price Expiration date Option type
4.830EUR +7.81% 4.840
Bid Size: 25,000
4.880
Ask Size: 25,000
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: 2.93
Leverage: Yes

Calculated values

Fair value: 4.45
Intrinsic value: 4.45
Implied volatility: 0.98
Historic volatility: 0.29
Parity: 4.45
Time value: 0.48
Break-even: 149.30
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: 4.610
High: 4.850
Low: 4.580
Previous Close: 4.480
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.21%
1 Month  
+7.57%
3 Months  
+25.45%
YTD  
+88.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.830 4.370
1M High / 1M Low: 4.960 4.190
6M High / 6M Low: 4.960 1.970
High (YTD): 4/16/2021 4.960
Low (YTD): 1/4/2021 2.480
52W High: - -
52W Low: - -
Avg. price 1W:   4.578
Avg. volume 1W:   0.000
Avg. price 1M:   4.585
Avg. volume 1M:   0.000
Avg. price 6M:   3.541
Avg. volume 6M:   58.065
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   76.74%
Volatility 6M:   70.95%
Volatility 1Y:   -
Volatility 3Y:   -