HSBC Call 115 SIE 18.12.2024/  DE000TT4FFV1  /

Frankfurt Zert./HSBC
5/14/2021  7:35:49 PM Chg.+0.300 Bid7:40:21 PM Ask7:40:21 PM Underlying Strike price Expiration date Option type
3.780EUR +8.62% 3.790
Bid Size: 25,000
3.830
Ask Size: 25,000
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: 3.72
Leverage: Yes

Calculated values

Fair value: 2.95
Intrinsic value: 2.95
Implied volatility: 0.92
Historic volatility: 0.29
Parity: 2.95
Time value: 0.93
Break-even: 153.80
Moneyness: 1.26
Premium: 0.06
Premium p.a.: 0.02
Spread abs.: 0.04
Spread %: 1.03%
Delta: 0.44
Theta: 0.00
Omega: 1.65
Rho: 0.90
 

Quote data

Open: 3.600
High: 3.810
Low: 3.570
Previous Close: 3.480
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.27%
1 Month  
+8.31%
3 Months  
+29.01%
YTD  
+113.56%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.780 3.370
1M High / 1M Low: 3.900 3.220
6M High / 6M Low: 3.900 1.290
High (YTD): 4/16/2021 3.900
Low (YTD): 1/4/2021 1.700
52W High: - -
52W Low: - -
Avg. price 1W:   3.558
Avg. volume 1W:   0.000
Avg. price 1M:   3.565
Avg. volume 1M:   0.000
Avg. price 6M:   2.647
Avg. volume 6M:   2.419
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   86.51%
Volatility 6M:   82.57%
Volatility 1Y:   -
Volatility 3Y:   -