HSBC Call 120 SIE 17.12.2025
/ DE000TT4WG49
HSBC Call 120 SIE 17.12.2025/ DE000TT4WG49 /
2024-04-18 8:16:18 AM |
Chg.+0.18 |
Bid8:41:18 AM |
Ask8:41:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
6.26EUR |
+2.96% |
6.23 Bid Size: 20,000 |
6.27 Ask Size: 20,000 |
SIEMENS AG NA O.N. |
120.00 EUR |
2025-12-17 |
Call |
Master data
WKN: |
TT4WG4 |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
SIEMENS AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 EUR |
Maturity: |
2025-12-17 |
Issue date: |
2020-12-08 |
Last trading day: |
2025-12-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.16 |
Intrinsic value: |
5.31 |
Implied volatility: |
0.21 |
Historic volatility: |
0.22 |
Parity: |
5.31 |
Time value: |
0.83 |
Break-even: |
181.40 |
Moneyness: |
1.44 |
Premium: |
0.05 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.04 |
Spread %: |
0.66% |
Delta: |
0.96 |
Theta: |
-0.01 |
Omega: |
2.70 |
Rho: |
1.74 |
Quote data
Open: |
6.26 |
High: |
6.26 |
Low: |
6.26 |
Previous Close: |
6.08 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.81% |
1 Month |
|
|
-13.89% |
3 Months |
|
|
+31.51% |
YTD |
|
|
+14.44% |
1 Year |
|
|
+47.64% |
3 Years |
|
|
+85.21% |
5 Years |
|
|
- |
1W High / 1W Low: |
6.25 |
6.08 |
1M High / 1M Low: |
7.27 |
6.00 |
6M High / 6M Low: |
7.27 |
1.95 |
High (YTD): |
2024-03-18 |
7.27 |
Low (YTD): |
2024-01-17 |
4.59 |
52W High: |
2024-03-18 |
7.27 |
52W Low: |
2023-10-26 |
1.95 |
Avg. price 1W: |
|
6.19 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.33 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.99 |
Avg. volume 6M: |
|
6.35 |
Avg. price 1Y: |
|
4.50 |
Avg. volume 1Y: |
|
3.13 |
Volatility 1M: |
|
58.12% |
Volatility 6M: |
|
61.24% |
Volatility 1Y: |
|
64.20% |
Volatility 3Y: |
|
89.15% |