HSBC Call 130 SIE 18.12.2024/  DE000TT4FFY5  /

Frankfurt Zert./HSBC
5/14/2021  7:35:49 PM Chg.+0.260 Bid7:59:43 PM Ask7:59:43 PM Underlying Strike price Expiration date Option type
2.950EUR +9.67% 2.960
Bid Size: 25,000
3.000
Ask Size: 25,000
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: 5.08
Leverage: Yes

Calculated values

Fair value: 1.03
Intrinsic value: 1.03
Implied volatility: 0.85
Historic volatility: 0.29
Parity: 1.03
Time value: 1.73
Break-even: 157.60
Moneyness: 1.08
Premium: 0.12
Premium p.a.: 0.03
Spread abs.: 0.04
Spread %: 1.45%
Delta: 0.35
Theta: 0.00
Omega: 1.80
Rho: 0.79
 

Quote data

Open: 2.790
High: 2.970
Low: 2.760
Previous Close: 2.690
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.68%
1 Month  
+9.26%
3 Months  
+34.09%
YTD  
+150.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.950 2.580
1M High / 1M Low: 3.040 2.450
6M High / 6M Low: 3.040 0.830
High (YTD): 4/16/2021 3.040
Low (YTD): 1/4/2021 1.120
52W High: - -
52W Low: - -
Avg. price 1W:   2.746
Avg. volume 1W:   0.000
Avg. price 1M:   2.751
Avg. volume 1M:   0.000
Avg. price 6M:   1.951
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.67%
Volatility 6M:   94.20%
Volatility 1Y:   -
Volatility 3Y:   -