HSBC Call 130 SIE 17.12.2025/  DE000TT4WG64  /

Frankfurt Zert./HSBC
4/9/2021  7:35:50 PM Chg.+0.010 Bid7:49:25 PM Ask7:49:25 PM Underlying Strike price Expiration date Option type
2.940EUR +0.34% 2.940
Bid Size: 25,000
2.980
Ask Size: 25,000
SIEMENS AG NA O.N. 130.00 EUR 12/17/2025 Call

Master data

WKN: TT4WG6
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 130.00 EUR
Maturity: 12/17/2025
Issue date: 12/8/2020
Last trading day: 12/16/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.68
Leverage: Yes

Calculated values

Fair value: 1.04
Intrinsic value: 1.04
Implied volatility: 0.88
Historic volatility: 0.31
Parity: 1.04
Time value: 1.96
Break-even: 160.00
Moneyness: 1.08
Premium: 0.14
Premium p.a.: 0.03
Spread abs.: 0.04
Spread %: 1.33%
Delta: 0.36
Theta: 0.00
Omega: 1.66
Rho: 0.94
 

Quote data

Open: 2.930
High: 2.950
Low: 2.890
Previous Close: 2.930
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+9.29%
3 Months  
+73.96%
YTD  
+110.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.010 2.930
1M High / 1M Low: 3.010 2.590
6M High / 6M Low: - -
High (YTD): 4/6/2021 3.010
Low (YTD): 1/4/2021 1.340
52W High: - -
52W Low: - -
Avg. price 1W:   2.955
Avg. volume 1W:   0.000
Avg. price 1M:   2.783
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   57.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -