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HSBC Call 135 SIE 18.12.2024/  DE000TT4FFZ2  /

Frankfurt Zert./HSBC
2024-05-02  9:35:52 PM Chg.-0.060 Bid9:52:53 PM Ask9:52:53 PM Underlying Strike price Expiration date Option type
4.570EUR -1.30% 4.570
Bid Size: 20,000		 4.620
Ask Size: 20,000		 SIEMENS AG NA O.N. 135.00 EUR 2024-12-18 Call
 

Master data

WKN: TT4FFZ
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 135.00 EUR
Maturity: 2024-12-18
Issue date: 2020-10-01
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.77
Leverage: Yes

Calculated values

Fair value: 4.47
Intrinsic value: 4.09
Implied volatility: 0.32
Historic volatility: 0.22
Parity: 4.09
Time value: 0.57
Break-even: 181.60
Moneyness: 1.30
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.05
Spread %: 1.08%
Delta: 0.90
Theta: -0.03
Omega: 3.39
Rho: 0.70
 

Quote data

Open: 4.630
High: 4.640
Low: 4.470
Previous Close: 4.630
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.93%
1 Month
  -1.08%
3 Months  
+25.21%
YTD  
+14.54%
1 Year  
+55.44%
3 Years  
+97.84%
5 Years     -
1W High / 1W Low: 4.780 4.440
1M High / 1M Low: 4.780 4.270
6M High / 6M Low: 5.620 1.090
High (YTD): 2024-03-15 5.620
Low (YTD): 2024-01-17 3.040
52W High: 2024-03-15 5.620
52W Low: 2023-10-26 0.880
Avg. price 1W:   4.652
Avg. volume 1W:   0.000
Avg. price 1M:   4.526
Avg. volume 1M:   0.000
Avg. price 6M:   3.741
Avg. volume 6M:   0.000
Avg. price 1Y:   3.095
Avg. volume 1Y:   .098
Volatility 1M:   60.66%
Volatility 6M:   83.23%
Volatility 1Y:   91.70%
Volatility 3Y:   108.51%