HSBC Call 125 SIE 18.12.2024/  DE000TT4FFX7  /

Frankfurt Zert./HSBC
5/7/2021  7:35:59 PM Chg.+0.280 Bid7:42:38 PM Ask7:42:38 PM Underlying Strike price Expiration date Option type
3.160EUR +9.72% 3.150
Bid Size: 25,000
3.190
Ask Size: 25,000
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: 4.75
Leverage: Yes

Calculated values

Fair value: 1.51
Intrinsic value: 1.51
Implied volatility: 0.86
Historic volatility: 0.29
Parity: 1.51
Time value: 1.44
Break-even: 154.50
Moneyness: 1.12
Premium: 0.10
Premium p.a.: 0.03
Spread abs.: 0.04
Spread %: 1.36%
Delta: 0.37
Theta: 0.00
Omega: 1.77
Rho: 0.82
 

Quote data

Open: 3.020
High: 3.250
Low: 3.020
Previous Close: 2.880
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.86%
1 Month  
+7.12%
3 Months  
+28.46%
YTD  
+137.59%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.930 2.660
1M High / 1M Low: 3.270 2.660
6M High / 6M Low: 3.270 0.960
High (YTD): 4/16/2021 3.270
Low (YTD): 1/4/2021 1.270
52W High: - -
52W Low: - -
Avg. price 1W:   2.828
Avg. volume 1W:   0.000
Avg. price 1M:   2.944
Avg. volume 1M:   0.000
Avg. price 6M:   2.059
Avg. volume 6M:   18.699
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   75.47%
Volatility 6M:   93.10%
Volatility 1Y:   -
Volatility 3Y:   -