HSBC Call 110 SIE 18.12.2024
/ DE000TT4FFU3
HSBC Call 110 SIE 18.12.2024/ DE000TT4FFU3 /
2024-04-26 8:24:36 AM |
Chg.+0.06 |
Bid11:59:18 AM |
Ask11:59:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
6.83EUR |
+0.89% |
6.86 Bid Size: 50,000 |
6.89 Ask Size: 50,000 |
SIEMENS AG NA O.N. |
110.00 EUR |
2024-12-18 |
Call |
Master data
WKN: |
TT4FFU |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 EUR |
Maturity: |
2024-12-18 |
Issue date: |
2020-10-01 |
Last trading day: |
2024-12-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.64 |
Intrinsic value: |
6.37 |
Implied volatility: |
0.40 |
Historic volatility: |
0.22 |
Parity: |
6.37 |
Time value: |
0.40 |
Break-even: |
177.70 |
Moneyness: |
1.58 |
Premium: |
0.02 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.05 |
Spread %: |
0.74% |
Delta: |
0.95 |
Theta: |
-0.02 |
Omega: |
2.44 |
Rho: |
0.63 |
Quote data
Open: |
6.83 |
High: |
6.83 |
Low: |
6.83 |
Previous Close: |
6.77 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.94% |
1 Month |
|
|
+0.15% |
3 Months |
|
|
+16.16% |
YTD |
|
|
+12.89% |
1 Year |
|
|
+50.77% |
3 Years |
|
|
+72.47% |
5 Years |
|
|
- |
1W High / 1W Low: |
6.92 |
6.70 |
1M High / 1M Low: |
7.05 |
6.61 |
6M High / 6M Low: |
7.91 |
2.14 |
High (YTD): |
2024-03-18 |
7.91 |
Low (YTD): |
2024-01-17 |
5.08 |
52W High: |
2024-03-18 |
7.91 |
52W Low: |
2023-10-26 |
2.14 |
Avg. price 1W: |
|
6.80 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.83 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.70 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
4.99 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
25.96% |
Volatility 6M: |
|
55.43% |
Volatility 1Y: |
|
63.42% |
Volatility 3Y: |
|
88.17% |