HSBC Call 130 SIE 17.12.2025/  DE000TT4WG64  /

Frankfurt Zert./HSBC
5/11/2021  7:35:38 PM Chg.-0.240 Bid5/11/2021 Ask5/11/2021 Underlying Strike price Expiration date Option type
2.840EUR -7.79% 2.840
Bid Size: 25,000
2.880
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: 4.64
Leverage: Yes

Calculated values

Fair value: 1.38
Intrinsic value: 1.38
Implied volatility: 0.88
Historic volatility: 0.29
Parity: 1.38
Time value: 1.72
Break-even: 161.00
Moneyness: 1.11
Premium: 0.12
Premium p.a.: 0.02
Spread abs.: 0.04
Spread %: 1.29%
Delta: 0.36
Theta: 0.00
Omega: 1.67
Rho: 0.96
 

Quote data

Open: 3.020
High: 3.020
Low: 2.740
Previous Close: 3.080
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.77%
1 Month
  -3.40%
3 Months  
+18.83%
YTD  
+102.86%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.140 2.660
1M High / 1M Low: 3.240 2.660
6M High / 6M Low: - -
High (YTD): 4/16/2021 3.240
Low (YTD): 1/4/2021 1.340
52W High: - -
52W Low: - -
Avg. price 1W:   2.926
Avg. volume 1W:   0.000
Avg. price 1M:   2.951
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.51%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -