HSBC Call 120 SIE 18.12.2024/  DE000TT4FFW9  /

Frankfurt Zert./HSBC
5/17/2021  7:35:46 PM Chg.-0.160 Bid7:45:41 PM Ask7:45:41 PM Underlying Strike price Expiration date Option type
3.320EUR -4.60% -
Bid Size: -
-
Ask Size: -
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: 4.06
Leverage: Yes

Calculated values

Fair value: 2.45
Intrinsic value: 2.45
Implied volatility: 0.90
Historic volatility: 0.28
Parity: 2.45
Time value: 1.11
Break-even: 155.60
Moneyness: 1.20
Premium: 0.08
Premium p.a.: 0.02
Spread abs.: 0.04
Spread %: 1.12%
Delta: 0.42
Theta: 0.00
Omega: 1.69
Rho: 0.88
 

Quote data

Open: 3.530
High: 3.530
Low: 3.300
Previous Close: 3.480
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+5.73%
1 Month
  -7.52%
3 Months  
+33.33%
YTD  
+114.19%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.480 3.080
1M High / 1M Low: 3.480 2.940
6M High / 6M Low: 3.590 1.110
High (YTD): 4/16/2021 3.590
Low (YTD): 1/4/2021 1.480
52W High: - -
52W Low: - -
Avg. price 1W:   3.242
Avg. volume 1W:   0.000
Avg. price 1M:   3.257
Avg. volume 1M:   0.000
Avg. price 6M:   2.418
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   82.21%
Volatility 6M:   87.03%
Volatility 1Y:   -
Volatility 3Y:   -