HSBC Call 130 SIE 18.12.2024/  DE000TT4FFY5  /

EUWAX
5/7/2021  9:07:03 AM Chg.+0.09 Bid10:00:04 PM Ask10:00:04 PM Underlying Strike price Expiration date Option type
2.80EUR +3.32% -
Bid Size: -
-
Ask Size: -
SIEMENS AG NA O.N. 130.00 EUR 12/18/2024 Call

Master data

WKN: TT4FFY
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 130.00 EUR
Maturity: 12/18/2024
Issue date: 10/1/2020
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.11
Leverage: Yes

Calculated values

Fair value: 1.01
Intrinsic value: 1.01
Implied volatility: 0.85
Historic volatility: 0.29
Parity: 1.01
Time value: 1.73
Break-even: 157.40
Moneyness: 1.08
Premium: 0.12
Premium p.a.: 0.03
Spread abs.: 0.04
Spread %: 1.46%
Delta: 0.35
Theta: 0.00
Omega: 1.80
Rho: 0.79
 

Quote data

Open: 2.80
High: 2.80
Low: 2.80
Previous Close: 2.71
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.87%
1 Month
  -0.36%
3 Months  
+15.70%
YTD  
+147.79%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.71 2.53
1M High / 1M Low: 3.02 2.53
6M High / 6M Low: 3.02 0.83
High (YTD): 4/19/2021 3.02
Low (YTD): 1/5/2021 1.12
52W High: - -
52W Low: - -
Avg. price 1W:   2.65
Avg. volume 1W:   0.00
Avg. price 1M:   2.75
Avg. volume 1M:   0.00
Avg. price 6M:   1.87
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.79%
Volatility 6M:   93.95%
Volatility 1Y:   -
Volatility 3Y:   -