HSBC Call 125 SIE 18.12.2024
/ DE000TT4FFX7
HSBC Call 125 SIE 18.12.2024/ DE000TT4FFX7 /
| 2024-04-25 8:24:57 AM |
Chg.-0.15 |
Bid10:00:10 PM |
Ask10:00:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.38EUR |
-2.71% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
125.00 EUR |
2024-12-18 |
Call |
Master data
| WKN: |
TT4FFX |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 EUR |
| Maturity: |
2024-12-18 |
| Issue date: |
2020-10-01 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.29 |
| Intrinsic value: |
4.96 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.22 |
| Parity: |
4.96 |
| Time value: |
0.51 |
| Break-even: |
179.70 |
| Moneyness: |
1.40 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.05 |
| Spread %: |
0.92% |
| Delta: |
0.92 |
| Theta: |
-0.03 |
| Omega: |
2.94 |
| Rho: |
0.69 |
Quote data
| Open: |
5.38 |
| High: |
5.38 |
| Low: |
5.38 |
| Previous Close: |
5.53 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.65% |
| 1 Month |
|
|
-0.74% |
| 3 Months |
|
|
+19.03% |
| YTD |
|
|
+13.50% |
| 1 Year |
|
|
+55.04% |
| 3 Years |
|
|
+79.93% |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.53 |
5.33 |
| 1M High / 1M Low: |
5.66 |
5.23 |
| 6M High / 6M Low: |
6.52 |
1.30 |
| High (YTD): |
2024-03-18 |
6.52 |
| Low (YTD): |
2024-01-17 |
3.81 |
| 52W High: |
2024-03-18 |
6.52 |
| 52W Low: |
2023-10-26 |
1.30 |
| Avg. price 1W: |
|
5.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.79 |
| Avg. volume 1Y: |
|
1.96 |
| Volatility 1M: |
|
29.92% |
| Volatility 6M: |
|
75.60% |
| Volatility 1Y: |
|
79.07% |
| Volatility 3Y: |
|
103.71% |
