HSBC Call 120 SIE 17.12.2025/  DE000TT4WG49  /

EUWAX
4/21/2021  9:01:31 AM Chg.-0.20 Bid9:26:45 AM Ask9:26:45 AM Underlying Strike price Expiration date Option type
3.42EUR -5.52% 3.37
Bid Size: 50,000
3.40
Ask Size: 50,000
SIEMENS AG NA O.N. 120.00 EUR 12/17/2025 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: 12/17/2025
Issue date: 12/8/2020
Last trading day: 12/16/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.93
Leverage: Yes

Calculated values

Fair value: 2.38
Intrinsic value: 2.38
Implied volatility: 0.91
Historic volatility: 0.31
Parity: 2.38
Time value: 1.28
Break-even: 156.60
Moneyness: 1.20
Premium: 0.09
Premium p.a.: 0.02
Spread abs.: 0.04
Spread %: 1.09%
Delta: 0.41
Theta: 0.00
Omega: 1.60
Rho: 1.02
 

Quote data

Open: 3.42
High: 3.42
Low: 3.42
Previous Close: 3.62
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.40%
1 Month  
+0.29%
3 Months  
+66.83%
YTD  
+100.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.74 3.34
1M High / 1M Low: 3.74 3.03
6M High / 6M Low: - -
High (YTD): 4/19/2021 3.74
Low (YTD): 1/5/2021 1.69
52W High: - -
52W Low: - -
Avg. price 1W:   3.49
Avg. volume 1W:   0.00
Avg. price 1M:   3.35
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   48.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -