HSBC Call 115 SIE 18.12.2024/  DE000TT4FFV1  /

EUWAX
5/12/2021  9:06:24 AM Chg.-0.25 Bid10:00:02 PM Ask10:00:02 PM Underlying Strike price Expiration date Option type
3.41EUR -6.83% -
Bid Size: -
-
Ask Size: -
SIEMENS AG NA O.N. 115.00 EUR 12/18/2024 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: 12/18/2024
Issue date: 10/1/2020
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.02
Leverage: Yes

Calculated values

Fair value: 2.47
Intrinsic value: 2.47
Implied volatility: 0.90
Historic volatility: 0.29
Parity: 2.47
Time value: 1.01
Break-even: 149.80
Moneyness: 1.22
Premium: 0.07
Premium p.a.: 0.02
Spread abs.: 0.04
Spread %: 1.15%
Delta: 0.42
Theta: 0.00
Omega: 1.69
Rho: 0.86
 

Quote data

Open: 3.41
High: 3.41
Low: 3.41
Previous Close: 3.66
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.02%
1 Month
  -3.40%
3 Months  
+16.78%
YTD  
+98.26%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.78 3.31
1M High / 1M Low: 3.88 3.31
6M High / 6M Low: 3.88 1.29
High (YTD): 4/19/2021 3.88
Low (YTD): 1/5/2021 1.70
52W High: - -
52W Low: - -
Avg. price 1W:   3.58
Avg. volume 1W:   0.00
Avg. price 1M:   3.57
Avg. volume 1M:   0.00
Avg. price 6M:   2.60
Avg. volume 6M:   2.44
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   64.28%
Volatility 6M:   75.15%
Volatility 1Y:   -
Volatility 3Y:   -