HSBC Call 105 SIE 17.12.2025/  DE000TT4WG15  /

Frankfurt Zert./HSBC
5/11/2021  2:50:44 PM Chg.-0.390 Bid2:51:02 PM Ask2:51:02 PM Underlying Strike price Expiration date Option type
4.130EUR -8.63% 4.130
Bid Size: 50,000
4.160
Ask Size: 50,000
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: 3.17
Leverage: Yes

Calculated values

Fair value: 3.88
Intrinsic value: 3.88
Implied volatility: 0.96
Historic volatility: 0.29
Parity: 3.88
Time value: 0.65
Break-even: 150.30
Moneyness: 1.37
Premium: 0.05
Premium p.a.: 0.01
Spread abs.: 0.04
Spread %: 0.88%
Delta: 0.48
Theta: 0.00
Omega: 1.51
Rho: 1.07
 

Quote data

Open: 4.440
High: 4.440
Low: 4.110
Previous Close: 4.520
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.77%
1 Month
  -4.18%
3 Months  
+13.77%
YTD  
+66.53%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.570 3.980
1M High / 1M Low: 4.710 3.980
6M High / 6M Low: - -
High (YTD): 4/16/2021 4.710
Low (YTD): 1/4/2021 2.400
52W High: - -
52W Low: - -
Avg. price 1W:   4.312
Avg. volume 1W:   48
Avg. price 1M:   4.340
Avg. volume 1M:   11.429
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   68.78%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -