OverviewChartNewsTraderScreen

HSBC Call 110 SIE 18.12.2024/  DE000TT4FFU3  /

Frankfurt Zert./HSBC
2024-04-25  9:35:46 PM Chg.-0.070 Bid9:59:39 PM Ask9:59:39 PM Underlying Strike price Expiration date Option type
6.740EUR -1.03% 6.720
Bid Size: 20,000		 6.770
Ask Size: 20,000		 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: 2.55
Leverage: Yes

Calculated values

Fair value: 6.74
Intrinsic value: 6.46
Implied volatility: 0.40
Historic volatility: 0.22
Parity: 6.46
Time value: 0.40
Break-even: 178.60
Moneyness: 1.59
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.05
Spread %: 0.73%
Delta: 0.95
Theta: -0.02
Omega: 2.42
Rho: 0.63
 

Quote data

Open: 6.770
High: 6.860
Low: 6.610
Previous Close: 6.810
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.46%
1 Month
  -0.88%
3 Months  
+15.02%
YTD  
+9.77%
1 Year  
+47.16%
3 Years  
+68.08%
5 Years     -
1W High / 1W Low: 6.890 6.650
1M High / 1M Low: 7.090 6.540
6M High / 6M Low: 7.940 2.130
High (YTD): 2024-03-15 7.940
Low (YTD): 2024-01-17 5.090
52W High: 2024-03-15 7.940
52W Low: 2023-10-26 2.130
Avg. price 1W:   6.814
Avg. volume 1W:   0.000
Avg. price 1M:   6.814
Avg. volume 1M:   0.000
Avg. price 6M:   5.666
Avg. volume 6M:   0.000
Avg. price 1Y:   4.979
Avg. volume 1Y:   0.000
Volatility 1M:   37.76%
Volatility 6M:   61.67%
Volatility 1Y:   64.06%
Volatility 3Y:   84.99%