HSBC Call 120 SIE 17.12.2025/  DE000TT4WG49  /

Frankfurt Zert./HSBC
4/9/2021  7:35:51 PM Chg.+0.020 Bid7:59:03 PM Ask7:59:03 PM Underlying Strike price Expiration date Option type
3.440EUR +0.58% 3.440
Bid Size: 25,000
3.480
Ask Size: 25,000
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: 4.02
Leverage: Yes

Calculated values

Fair value: 2.04
Intrinsic value: 2.04
Implied volatility: 0.91
Historic volatility: 0.31
Parity: 2.04
Time value: 1.45
Break-even: 154.90
Moneyness: 1.17
Premium: 0.10
Premium p.a.: 0.02
Spread abs.: 0.04
Spread %: 1.15%
Delta: 0.40
Theta: 0.00
Omega: 1.60
Rho: 0.99
 

Quote data

Open: 3.430
High: 3.440
Low: 3.380
Previous Close: 3.420
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.29%
1 Month  
+8.86%
3 Months  
+63.03%
YTD  
+95.45%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.510 3.420
1M High / 1M Low: 3.510 3.040
6M High / 6M Low: - -
High (YTD): 4/6/2021 3.510
Low (YTD): 1/4/2021 1.700
52W High: - -
52W Low: - -
Avg. price 1W:   3.450
Avg. volume 1W:   0.000
Avg. price 1M:   3.259
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   55.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -