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HSBC Call 120 SIE 18.12.2024/  DE000TT4FFW9  /

Frankfurt Zert./HSBC
2024-04-19  9:35:19 PM Chg.-0.190 Bid9:59:23 PM Ask9:59:23 PM Underlying Strike price Expiration date Option type
5.720EUR -3.21% 5.720
Bid Size: 20,000		 5.770
Ask Size: 20,000		 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: 2.95
Leverage: Yes

Calculated values

Fair value: 5.86
Intrinsic value: 5.55
Implied volatility: 0.32
Historic volatility: 0.22
Parity: 5.55
Time value: 0.40
Break-even: 179.50
Moneyness: 1.46
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.05
Spread %: 0.85%
Delta: 0.95
Theta: -0.02
Omega: 2.81
Rho: 0.72
 

Quote data

Open: 5.750
High: 5.800
Low: 5.680
Previous Close: 5.910
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.14%
1 Month
  -1.21%
3 Months  
+27.96%
YTD  
+8.75%
1 Year  
+47.80%
3 Years  
+66.76%
5 Years     -
1W High / 1W Low: 5.930 5.600
1M High / 1M Low: 6.180 5.600
6M High / 6M Low: 7.000 1.540
High (YTD): 2024-03-15 7.000
Low (YTD): 2024-01-17 4.230
52W High: 2024-03-15 7.000
52W Low: 2023-10-26 1.540
Avg. price 1W:   5.788
Avg. volume 1W:   0.000
Avg. price 1M:   5.899
Avg. volume 1M:   0.000
Avg. price 6M:   4.674
Avg. volume 6M:   0.000
Avg. price 1Y:   4.140
Avg. volume 1Y:   0.000
Volatility 1M:   48.97%
Volatility 6M:   72.16%
Volatility 1Y:   73.73%
Volatility 3Y:   94.84%