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HSBC Call 120 SIE 18.12.2024/  DE000TT4FFW9  /

EUWAX
2024-05-10  8:25:34 AM Chg.+0.33 Bid10:00:11 PM Ask10:00:11 PM Underlying Strike price Expiration date Option type
6.79EUR +5.11% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 120.00 EUR 2024-12-18 Call
 

Master data

WKN: TT4FFW
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 120.00 EUR
Maturity: 2024-12-18
Issue date: 2020-10-01
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.69
Leverage: Yes

Calculated values

Fair value: 6.69
Intrinsic value: 6.41
Implied volatility: 0.40
Historic volatility: 0.22
Parity: 6.41
Time value: 0.43
Break-even: 188.40
Moneyness: 1.53
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.05
Spread %: 0.74%
Delta: 0.94
Theta: -0.03
Omega: 2.54
Rho: 0.64
 

Quote data

Open: 6.79
High: 6.79
Low: 6.79
Previous Close: 6.46
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.93%
1 Month  
+16.67%
3 Months  
+30.83%
YTD  
+31.33%
1 Year  
+66.01%
3 Years  
+95.68%
5 Years     -
10 Years     -
1W High / 1W Low: 6.46 5.96
1M High / 1M Low: 6.46 5.72
6M High / 6M Low: 6.97 2.11
High (YTD): 2024-03-18 6.97
Low (YTD): 2024-01-17 4.22
52W High: 2024-03-18 6.97
52W Low: 2023-10-26 1.55
Avg. price 1W:   6.23
Avg. volume 1W:   0.00
Avg. price 1M:   5.99
Avg. volume 1M:   0.00
Avg. price 6M:   5.19
Avg. volume 6M:   0.00
Avg. price 1Y:   4.25
Avg. volume 1Y:   3.91
Volatility 1M:   34.27%
Volatility 6M:   61.93%
Volatility 1Y:   73.36%
Volatility 3Y:   97.55%