HSBC Call 115 SIE 18.12.2024
/ DE000TT4FFV1
HSBC Call 115 SIE 18.12.2024/ DE000TT4FFV1 /
| 2024-04-26 8:24:36 AM |
Chg.+0.06 |
Bid3:20:06 PM |
Ask3:20:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.35EUR |
+0.95% |
6.51
Bid Size: 50,000 |
6.54
Ask Size: 50,000 |
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: |
2.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.16 |
| Intrinsic value: |
5.87 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.22 |
| Parity: |
5.87 |
| Time value: |
0.42 |
| Break-even: |
177.90 |
| Moneyness: |
1.51 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.05 |
| Spread %: |
0.80% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
2.61 |
| Rho: |
0.65 |
Quote data
| Open: |
6.35 |
| High: |
6.35 |
| Low: |
6.35 |
| Previous Close: |
6.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.93% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+16.94% |
| YTD |
|
|
+13.39% |
| 1 Year |
|
|
+52.64% |
| 3 Years |
|
|
+74.45% |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.45 |
6.23 |
| 1M High / 1M Low: |
6.57 |
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: |
|
6.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.26 |
| Avg. volume 6M: |
|
19.05 |
| Avg. price 1Y: |
|
4.58 |
| Avg. volume 1Y: |
|
9.38 |
| Volatility 1M: |
|
28.23% |
| Volatility 6M: |
|
60.61% |
| Volatility 1Y: |
|
68.29% |
| Volatility 3Y: |
|
93.24% |
