HSBC Call 115 SIE 17.12.2025/  DE000TT4WG31  /

Frankfurt Zert./HSBC
5/6/2021  7:35:39 PM Chg.+0.010 Bid7:58:05 PM Ask7:58:05 PM Underlying Strike price Expiration date Option type
3.640EUR +0.28% 3.630
Bid Size: 25,000
3.670
Ask Size: 25,000
SIEMENS AG NA O.N. 115.00 EUR 12/17/2025 Call

Master data

WKN: TT4WG3
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 115.00 EUR
Maturity: 12/17/2025
Issue date: 12/8/2020
Last trading day: 12/16/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.81
Leverage: Yes

Calculated values

Fair value: 2.50
Intrinsic value: 2.50
Implied volatility: 0.92
Historic volatility: 0.29
Parity: 2.50
Time value: 1.17
Break-even: 151.70
Moneyness: 1.22
Premium: 0.08
Premium p.a.: 0.02
Spread abs.: 0.04
Spread %: 1.09%
Delta: 0.41
Theta: 0.00
Omega: 1.58
Rho: 0.99
 

Quote data

Open: 3.690
High: 3.760
Low: 3.550
Previous Close: 3.630
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.11%
1 Month
  -3.70%
3 Months  
+14.83%
YTD  
+83.84%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.690 3.390
1M High / 1M Low: 4.060 3.390
6M High / 6M Low: - -
High (YTD): 4/16/2021 4.060
Low (YTD): 1/4/2021 1.910
52W High: - -
52W Low: - -
Avg. price 1W:   3.574
Avg. volume 1W:   56
Avg. price 1M:   3.711
Avg. volume 1M:   12.727
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   65.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -