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HSBC Call 115 SIE 18.12.2024/  DE000TT4FFV1  /

Frankfurt Zert./HSBC
2024-04-26  9:35:37 PM Chg.+0.340 Bid9:45:57 PM Ask9:45:57 PM Underlying Strike price Expiration date Option type
6.600EUR +5.43% 6.630
Bid Size: 20,000		 6.680
Ask Size: 20,000		 SIEMENS AG NA O.N. 115.00 EUR 2024-12-18 Call
 

Master data

WKN: TT4FFV
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 115.00 EUR
Maturity: 2024-12-18
Issue date: 2020-10-01
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.66
Leverage: Yes

Calculated values

Fair value: 6.55
Intrinsic value: 6.26
Implied volatility: 0.39
Historic volatility: 0.22
Parity: 6.26
Time value: 0.42
Break-even: 181.80
Moneyness: 1.54
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.05
Spread %: 0.75%
Delta: 0.95
Theta: -0.02
Omega: 2.52
Rho: 0.65
 

Quote data

Open: 6.340
High: 6.650
Low: 6.330
Previous Close: 6.260
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.97%
1 Month     0.00%
3 Months  
+21.10%
YTD  
+15.79%
1 Year  
+51.03%
3 Years  
+83.33%
5 Years     -
1W High / 1W Low: 6.600 6.260
1M High / 1M Low: 6.600 6.060
6M High / 6M Low: 7.460 2.010
High (YTD): 2024-03-15 7.460
Low (YTD): 2024-01-17 4.650
52W High: 2024-03-15 7.460
52W Low: 2023-10-26 1.830
Avg. price 1W:   6.400
Avg. volume 1W:   0.000
Avg. price 1M:   6.331
Avg. volume 1M:   0.000
Avg. price 6M:   5.323
Avg. volume 6M:   0.000
Avg. price 1Y:   4.587
Avg. volume 1Y:   0.000
Volatility 1M:   44.42%
Volatility 6M:   61.89%
Volatility 1Y:   69.00%
Volatility 3Y:   89.35%