HSBC Call 110 SIE 18.12.2024/  DE000TT4FFU3  /

EUWAX
9/28/2021  9:04:41 AM Chg.-0.28 Bid10:00:08 PM Ask10:00:08 PM Underlying Strike price Expiration date Option type
4.10EUR -6.39% -
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: 3.52
Leverage: Yes

Calculated values

Fair value: 3.73
Intrinsic value: 3.73
Implied volatility: 0.92
Historic volatility: 0.27
Parity: 3.73
Time value: 0.46
Break-even: 151.90
Moneyness: 1.34
Premium: 0.03
Premium p.a.: 0.01
Spread abs.: 0.05
Spread %: 1.19%
Delta: 0.47
Theta: 0.00
Omega: 1.65
Rho: 0.89
 

Quote data

Open: 4.10
High: 4.10
Low: 4.10
Previous Close: 4.38
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.77%
1 Month  
+22.02%
3 Months  
+17.14%
YTD  
+109.18%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.44 3.84
1M High / 1M Low: 4.46 3.46
6M High / 6M Low: 4.46 2.64
High (YTD): 9/17/2021 4.46
Low (YTD): 1/5/2021 1.94
52W High: - -
52W Low: - -
Avg. price 1W:   4.23
Avg. volume 1W:   0.00
Avg. price 1M:   3.94
Avg. volume 1M:   0.00
Avg. price 6M:   3.58
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.44%
Volatility 6M:   68.54%
Volatility 1Y:   -
Volatility 3Y:   -