HSBC Call 120 SIE 17.12.2025
/ DE000TT4WG49
HSBC Call 120 SIE 17.12.2025/ DE000TT4WG49 /
2024-03-28 9:35:32 PM |
Chg.-0.020 |
Bid9:58:01 PM |
Ask9:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.440EUR |
-0.31% |
6.450 Bid Size: 20,000 |
6.490 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: |
2.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.56 |
Intrinsic value: |
5.69 |
Implied volatility: |
0.18 |
Historic volatility: |
0.22 |
Parity: |
5.69 |
Time value: |
0.80 |
Break-even: |
184.90 |
Moneyness: |
1.47 |
Premium: |
0.05 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.04 |
Spread %: |
0.62% |
Delta: |
0.98 |
Theta: |
-0.01 |
Omega: |
2.67 |
Rho: |
1.87 |
Quote data
Open: |
6.440 |
High: |
6.530 |
Low: |
6.400 |
Previous Close: |
6.460 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+2.88% |
1 Month |
|
|
-4.31% |
3 Months |
|
|
+17.95% |
YTD |
|
|
+15.83% |
1 Year |
|
|
+61.81% |
3 Years |
|
|
+100.00% |
5 Years |
|
|
- |
1W High / 1W Low: |
6.460 |
6.190 |
1M High / 1M Low: |
7.290 |
6.140 |
6M High / 6M Low: |
7.290 |
1.940 |
High (YTD): |
2024-03-15 |
7.290 |
Low (YTD): |
2024-01-17 |
4.590 |
52W High: |
2024-03-15 |
7.290 |
52W Low: |
2023-10-26 |
1.940 |
Avg. price 1W: |
|
6.298 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.718 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.646 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
4.397 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
66.70% |
Volatility 6M: |
|
66.30% |
Volatility 1Y: |
|
65.00% |
Volatility 3Y: |
|
87.71% |