HSBC Call 125 SIE 18.12.2024/  DE000TT4FFX7  /

Frankfurt Zert./HSBC
5/11/2021  10:02:56 AM Chg.-0.160 Bid10:18:28 AM Ask10:18:28 AM Underlying Strike price Expiration date Option type
2.940EUR -5.16% 2.880
Bid Size: 50,000
2.910
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: 4.61
Leverage: Yes

Calculated values

Fair value: 1.88
Intrinsic value: 1.88
Implied volatility: 0.87
Historic volatility: 0.29
Parity: 1.88
Time value: 1.24
Break-even: 156.20
Moneyness: 1.15
Premium: 0.09
Premium p.a.: 0.02
Spread abs.: 0.04
Spread %: 1.28%
Delta: 0.38
Theta: 0.00
Omega: 1.75
Rho: 0.85
 

Quote data

Open: 3.050
High: 3.050
Low: 2.930
Previous Close: 3.100
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.53%
1 Month
  -0.34%
3 Months  
+24.05%
YTD  
+121.05%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.160 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:   2.934
Avg. volume 1W:   0.000
Avg. price 1M:   2.961
Avg. volume 1M:   0.000
Avg. price 6M:   2.087
Avg. volume 6M:   18.699
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.66%
Volatility 6M:   93.91%
Volatility 1Y:   -
Volatility 3Y:   -