HSBC Call 110 SIE 18.12.2024/  DE000TT4FFU3  /

Frankfurt Zert./HSBC
5/12/2021  7:35:59 PM Chg.-0.070 Bid7:56:53 PM Ask7:56:53 PM Underlying Strike price Expiration date Option type
3.680EUR -1.87% 3.690
Bid Size: 25,000
3.730
Ask Size: 25,000
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: 3.68
Leverage: Yes

Calculated values

Fair value: 2.97
Intrinsic value: 2.97
Implied volatility: 0.92
Historic volatility: 0.29
Parity: 2.97
Time value: 0.83
Break-even: 148.00
Moneyness: 1.27
Premium: 0.06
Premium p.a.: 0.02
Spread abs.: 0.04
Spread %: 1.05%
Delta: 0.45
Theta: 0.00
Omega: 1.64
Rho: 0.88
 

Quote data

Open: 3.720
High: 3.790
Low: 3.680
Previous Close: 3.750
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.65%
1 Month
  -2.65%
3 Months  
+10.84%
YTD  
+82.18%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.100 3.750
1M High / 1M Low: 4.240 3.520
6M High / 6M Low: 4.240 1.490
High (YTD): 4/16/2021 4.240
Low (YTD): 1/4/2021 1.940
52W High: - -
52W Low: - -
Avg. price 1W:   3.892
Avg. volume 1W:   0.000
Avg. price 1M:   3.869
Avg. volume 1M:   0.000
Avg. price 6M:   2.883
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   78.70%
Volatility 6M:   78.54%
Volatility 1Y:   -
Volatility 3Y:   -