HSBC Call 120 SIE 18.12.2024/  DE000TT4FFW9  /

Frankfurt Zert./HSBC
6/11/2021  7:35:40 PM Chg.+0.100 Bid7:40:06 PM Ask7:40:06 PM Underlying Strike price Expiration date Option type
2.920EUR +3.55% 2.920
Bid Size: 25,000
2.960
Ask Size: 25,000
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: 4.62
Leverage: Yes

Calculated values

Fair value: 1.67
Intrinsic value: 1.67
Implied volatility: 0.86
Historic volatility: 0.28
Parity: 1.67
Time value: 1.29
Break-even: 149.60
Moneyness: 1.14
Premium: 0.09
Premium p.a.: 0.03
Spread abs.: 0.04
Spread %: 1.35%
Delta: 0.38
Theta: 0.00
Omega: 1.76
Rho: 0.80
 

Quote data

Open: 2.800
High: 2.920
Low: 2.790
Previous Close: 2.820
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.04%
1 Month
  -8.46%
3 Months
  -1.02%
YTD  
+88.39%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.920 2.820
1M High / 1M Low: 3.480 2.660
6M High / 6M Low: 3.590 1.240
High (YTD): 4/16/2021 3.590
Low (YTD): 1/4/2021 1.480
52W High: - -
52W Low: - -
Avg. price 1W:   2.884
Avg. volume 1W:   0.000
Avg. price 1M:   2.926
Avg. volume 1M:   0.000
Avg. price 6M:   2.655
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.24%
Volatility 6M:   87.64%
Volatility 1Y:   -
Volatility 3Y:   -