HSBC Call 120 SIE 18.12.2024/  DE000TT4FFW9  /

EUWAX
7/23/2021  9:06:38 AM Chg.+0.13 Bid5:00:03 PM Ask5:00:03 PM Underlying Strike price Expiration date Option type
2.59EUR +5.28% 2.59
Bid Size: 50,000
2.62
Ask Size: 50,000
SIEMENS AG NA O.N. 120.00 EUR 12/18/2024 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: 12/18/2024
Issue date: 10/1/2020
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.12
Leverage: Yes

Calculated values

Fair value: 1.46
Intrinsic value: 1.46
Implied volatility: 0.84
Historic volatility: 0.28
Parity: 1.46
Time value: 1.17
Break-even: 146.30
Moneyness: 1.12
Premium: 0.09
Premium p.a.: 0.02
Spread abs.: 0.04
Spread %: 1.52%
Delta: 0.36
Theta: 0.00
Omega: 1.83
Rho: 0.74
 

Quote data

Open: 2.59
High: 2.59
Low: 2.59
Previous Close: 2.46
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.61%
1 Month
  -6.83%
3 Months
  -21.28%
YTD  
+72.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.59 2.12
1M High / 1M Low: 2.91 2.12
6M High / 6M Low: 3.56 2.12
High (YTD): 4/19/2021 3.56
Low (YTD): 1/5/2021 1.48
52W High: - -
52W Low: - -
Avg. price 1W:   2.30
Avg. volume 1W:   0.00
Avg. price 1M:   2.52
Avg. volume 1M:   0.00
Avg. price 6M:   2.86
Avg. volume 6M:   2.56
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   78.37%
Volatility 6M:   70.34%
Volatility 1Y:   -
Volatility 3Y:   -