HSBC Call 125 SIE 18.12.2024/  DE000TT4FFX7  /

EUWAX
5/17/2021  9:06:53 AM Chg.+0.21 Bid3:50:55 PM Ask3:50:55 PM Underlying Strike price Expiration date Option type
3.24EUR +6.93% 3.03
Bid Size: 50,000
3.06
Ask Size: 50,000
SIEMENS AG NA O.N. 125.00 EUR 12/18/2024 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: 12/18/2024
Issue date: 10/1/2020
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.43
Leverage: Yes

Calculated values

Fair value: 1.95
Intrinsic value: 1.95
Implied volatility: 0.88
Historic volatility: 0.28
Parity: 1.95
Time value: 1.31
Break-even: 157.60
Moneyness: 1.16
Premium: 0.09
Premium p.a.: 0.02
Spread abs.: 0.04
Spread %: 1.23%
Delta: 0.39
Theta: 0.00
Omega: 1.73
Rho: 0.85
 

Quote data

Open: 3.24
High: 3.24
Low: 3.24
Previous Close: 3.03
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.21%
1 Month  
+11.34%
3 Months  
+39.06%
YTD  
+151.16%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.17 2.69
1M High / 1M Low: 3.25 2.69
6M High / 6M Low: 3.25 0.97
High (YTD): 4/19/2021 3.25
Low (YTD): 1/5/2021 1.27
52W High: - -
52W Low: - -
Avg. price 1W:   2.95
Avg. volume 1W:   0.00
Avg. price 1M:   2.98
Avg. volume 1M:   0.00
Avg. price 6M:   2.14
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.87%
Volatility 6M:   84.31%
Volatility 1Y:   -
Volatility 3Y:   -