HSBC Call 105 SIE 18.12.2024/  DE000TT4FFT5  /

Frankfurt Zert./HSBC
6/16/2021  7:36:02 PM Chg.-0.140 Bid7:59:22 PM Ask7:59:22 PM Underlying Strike price Expiration date Option type
3.850EUR -3.51% 3.850
Bid Size: 25,000
3.890
Ask Size: 25,000
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: 3.43
Leverage: Yes

Calculated values

Fair value: 3.36
Intrinsic value: 3.36
Implied volatility: 0.93
Historic volatility: 0.28
Parity: 3.36
Time value: 0.68
Break-even: 145.40
Moneyness: 1.32
Premium: 0.05
Premium p.a.: 0.01
Spread abs.: 0.04
Spread %: 0.99%
Delta: 0.47
Theta: 0.00
Omega: 1.62
Rho: 0.87
 

Quote data

Open: 4.010
High: 4.010
Low: 3.850
Previous Close: 3.990
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.58%
1 Month
  -13.68%
3 Months  
+1.32%
YTD  
+68.12%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.990 3.710
1M High / 1M Low: 4.270 3.520
6M High / 6M Low: 4.590 1.990
High (YTD): 4/16/2021 4.590
Low (YTD): 1/4/2021 2.210
52W High: - -
52W Low: - -
Avg. price 1W:   3.810
Avg. volume 1W:   0.000
Avg. price 1M:   3.787
Avg. volume 1M:   0.000
Avg. price 6M:   3.558
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   59.52%
Volatility 6M:   75.88%
Volatility 1Y:   -
Volatility 3Y:   -