HSBC Call 105 SIE 17.12.2025/  DE000TT4WG15  /

EUWAX
4/16/2021  9:01:10 AM Chg.+0.01 Bid9:01:05 PM Ask9:01:05 PM Underlying Strike price Expiration date Option type
4.25EUR +0.24% 4.72
Bid Size: 25,000
4.76
Ask Size: 25,000
SIEMENS AG NA O.N. 105.00 EUR 12/17/2025 Call

Master data

WKN: TT4WG1
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 105.00 EUR
Maturity: 12/17/2025
Issue date: 12/8/2020
Last trading day: 12/16/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.24
Leverage: Yes

Calculated values

Fair value: 3.50
Intrinsic value: 3.50
Implied volatility: 0.95
Historic volatility: 0.30
Parity: 3.50
Time value: 0.82
Break-even: 148.20
Moneyness: 1.33
Premium: 0.06
Premium p.a.: 0.01
Spread abs.: 0.04
Spread %: 0.93%
Delta: 0.47
Theta: 0.00
Omega: 1.52
Rho: 1.04
 

Quote data

Open: 4.25
High: 4.25
Low: 4.25
Previous Close: 4.24
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.16%
1 Month  
+9.54%
3 Months  
+56.25%
YTD  
+75.62%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.31 4.21
1M High / 1M Low: 4.39 3.85
6M High / 6M Low: - -
High (YTD): 4/7/2021 4.39
Low (YTD): 1/5/2021 2.39
52W High: - -
52W Low: - -
Avg. price 1W:   4.24
Avg. volume 1W:   0.00
Avg. price 1M:   4.16
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   42.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -