HSBC Call 115 SIE 18.12.2024
/ DE000TT4FFV1
HSBC Call 115 SIE 18.12.2024/ DE000TT4FFV1 /
| 2024-04-16 8:24:19 AM |
Chg.-0.06 |
Bid7:32:24 PM |
Ask7:32:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.29EUR |
-0.94% |
6.19
Bid Size: 20,000 |
6.24
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: |
2.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.39 |
| Intrinsic value: |
6.09 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
6.09 |
| Time value: |
0.34 |
| Break-even: |
179.30 |
| Moneyness: |
1.53 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.05 |
| Spread %: |
0.78% |
| Delta: |
0.97 |
| Theta: |
-0.02 |
| Omega: |
2.67 |
| Rho: |
0.72 |
Quote data
| Open: |
6.29 |
| High: |
6.29 |
| Low: |
6.29 |
| Previous Close: |
6.35 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.32% |
| 1 Month |
|
|
-13.60% |
| 3 Months |
|
|
+30.50% |
| YTD |
|
|
+12.32% |
| 1 Year |
|
|
+53.04% |
| 3 Years |
|
|
+80.23% |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.41 |
6.27 |
| 1M High / 1M Low: |
7.43 |
6.13 |
| 6M High / 6M Low: |
7.43 |
1.84 |
| High (YTD): |
2024-03-18 |
7.43 |
| Low (YTD): |
2024-01-17 |
4.64 |
| 52W High: |
2024-03-18 |
7.43 |
| 52W Low: |
2023-10-26 |
1.84 |
| Avg. price 1W: |
|
6.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.01 |
| Avg. volume 6M: |
|
19.05 |
| Avg. price 1Y: |
|
4.51 |
| Avg. volume 1Y: |
|
9.41 |
| Volatility 1M: |
|
62.60% |
| Volatility 6M: |
|
67.11% |
| Volatility 1Y: |
|
68.39% |
| Volatility 3Y: |
|
93.64% |
