HSBC Call 110 SIE 18.12.2024/  DE000TT4FFU3  /

EUWAX
5/17/2021  9:06:53 AM Chg.+0.24 Bid10:00:02 PM Ask10:00:02 PM Underlying Strike price Expiration date Option type
4.18EUR +6.09% -
Bid Size: -
-
Ask Size: -
SIEMENS AG NA O.N. 110.00 EUR 12/18/2024 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: 12/18/2024
Issue date: 10/1/2020
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.44
Leverage: Yes

Calculated values

Fair value: 3.45
Intrinsic value: 3.45
Implied volatility: 0.94
Historic volatility: 0.28
Parity: 3.45
Time value: 0.75
Break-even: 152.00
Moneyness: 1.31
Premium: 0.05
Premium p.a.: 0.01
Spread abs.: 0.04
Spread %: 0.95%
Delta: 0.47
Theta: 0.00
Omega: 1.61
Rho: 0.91
 

Quote data

Open: 4.18
High: 4.18
Low: 4.18
Previous Close: 3.94
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.03%
1 Month  
+9.71%
3 Months  
+31.03%
YTD  
+113.27%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.18 3.56
1M High / 1M Low: 4.21 3.56
6M High / 6M Low: 4.21 1.50
High (YTD): 4/19/2021 4.21
Low (YTD): 1/5/2021 1.94
52W High: - -
52W Low: - -
Avg. price 1W:   3.88
Avg. volume 1W:   0.00
Avg. price 1M:   3.90
Avg. volume 1M:   0.00
Avg. price 6M:   2.95
Avg. volume 6M:   25.20
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   71.87%
Volatility 6M:   71.99%
Volatility 1Y:   -
Volatility 3Y:   -