HSBC Call 105 SIE 18.12.2024/  DE000TT4FFT5  /

EUWAX
5/18/2021  9:06:29 AM Chg.-0.24 Bid5:03:40 PM Ask5:03:40 PM Underlying Strike price Expiration date Option type
4.29EUR -5.30% 4.07
Bid Size: 50,000
4.10
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: 3.24
Leverage: Yes

Calculated values

Fair value: 3.64
Intrinsic value: 3.64
Implied volatility: 0.96
Historic volatility: 0.28
Parity: 3.64
Time value: 0.72
Break-even: 148.60
Moneyness: 1.35
Premium: 0.05
Premium p.a.: 0.01
Spread abs.: 0.04
Spread %: 0.92%
Delta: 0.49
Theta: 0.00
Omega: 1.58
Rho: 0.90
 

Quote data

Open: 4.29
High: 4.29
Low: 4.29
Previous Close: 4.53
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.92%
1 Month  
+3.62%
3 Months  
+22.57%
YTD  
+92.38%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.53 3.89
1M High / 1M Low: 4.56 3.89
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:   4.22
Avg. volume 1W:   0.00
Avg. price 1M:   4.25
Avg. volume 1M:   0.00
Avg. price 6M:   3.25
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   68.67%
Volatility 6M:   69.05%
Volatility 1Y:   -
Volatility 3Y:   -