HSBC Call 105 SIE 18.12.2024/  DE000TT4FFT5  /

EUWAX
5/12/2021  9:06:24 AM Chg.-0.27 Bid12:16:13 PM Ask12:16:13 PM Underlying Strike price Expiration date Option type
4.06EUR -6.24% 4.11
Bid Size: 50,000
4.14
Ask Size: 50,000
SIEMENS AG NA O.N. 105.00 EUR 12/18/2024 Call

Master data

WKN: TT4FFT
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 105.00 EUR
Maturity: 12/18/2024
Issue date: 10/1/2020
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.38
Leverage: Yes

Calculated values

Fair value: 3.47
Intrinsic value: 3.47
Implied volatility: 0.94
Historic volatility: 0.29
Parity: 3.47
Time value: 0.66
Break-even: 146.30
Moneyness: 1.33
Premium: 0.05
Premium p.a.: 0.01
Spread abs.: 0.04
Spread %: 0.97%
Delta: 0.47
Theta: 0.00
Omega: 1.60
Rho: 0.90
 

Quote data

Open: 4.06
High: 4.06
Low: 4.06
Previous Close: 4.33
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.78%
1 Month
  -2.64%
3 Months  
+15.67%
YTD  
+82.06%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.46 3.95
1M High / 1M Low: 4.56 3.95
6M High / 6M Low: 4.56 1.72
High (YTD): 4/19/2021 4.56
Low (YTD): 1/5/2021 2.21
52W High: - -
52W Low: - -
Avg. price 1W:   4.24
Avg. volume 1W:   0.00
Avg. price 1M:   4.23
Avg. volume 1M:   0.00
Avg. price 6M:   3.18
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.65%
Volatility 6M:   67.14%
Volatility 1Y:   -
Volatility 3Y:   -