HSBC Call 105 SIE 18.12.2024/  DE000TT4FFT5  /

Frankfurt Zert./HSBC
5/5/2021  7:35:50 PM Chg.+0.270 Bid7:55:30 PM Ask7:55:30 PM Underlying Strike price Expiration date Option type
4.110EUR +7.03% 4.110
Bid Size: 50,000
4.150
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: 3.49
Leverage: Yes

Calculated values

Fair value: 3.11
Intrinsic value: 3.11
Implied volatility: 0.94
Historic volatility: 0.29
Parity: 3.11
Time value: 0.79
Break-even: 144.00
Moneyness: 1.30
Premium: 0.06
Premium p.a.: 0.02
Spread abs.: 0.04
Spread %: 1.03%
Delta: 0.46
Theta: 0.00
Omega: 1.61
Rho: 0.86
 

Quote data

Open: 3.940
High: 4.120
Low: 3.940
Previous Close: 3.840
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.52%
1 Month
  -2.61%
3 Months  
+13.54%
YTD  
+79.48%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.260 3.840
1M High / 1M Low: 4.590 3.840
6M High / 6M Low: 4.590 1.720
High (YTD): 4/16/2021 4.590
Low (YTD): 1/4/2021 2.210
52W High: - -
52W Low: - -
Avg. price 1W:   4.076
Avg. volume 1W:   0.000
Avg. price 1M:   4.200
Avg. volume 1M:   0.000
Avg. price 6M:   3.096
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   62.29%
Volatility 6M:   82.79%
Volatility 1Y:   -
Volatility 3Y:   -