HSBC Call 135 SIE 18.12.2024
/ DE000TT4FFZ2
HSBC Call 135 SIE 18.12.2024/ DE000TT4FFZ2 /
2024-03-28 8:25:04 AM |
Chg.+0.08 |
Bid4:40:38 PM |
Ask4:40:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.75EUR |
+1.71% |
4.77 Bid Size: 50,000 |
4.79 Ask Size: 50,000 |
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: |
3.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.63 |
Intrinsic value: |
4.19 |
Implied volatility: |
0.31 |
Historic volatility: |
0.22 |
Parity: |
4.19 |
Time value: |
0.63 |
Break-even: |
183.20 |
Moneyness: |
1.31 |
Premium: |
0.04 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.04 |
Spread %: |
0.84% |
Delta: |
0.90 |
Theta: |
-0.03 |
Omega: |
3.29 |
Rho: |
0.80 |
Quote data
Open: |
4.75 |
High: |
4.75 |
Low: |
4.75 |
Previous Close: |
4.67 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.66% |
1 Month |
|
|
-1.86% |
3 Months |
|
|
+21.48% |
YTD |
|
|
+21.48% |
1 Year |
|
|
+78.57% |
3 Years |
|
|
+107.42% |
5 Years |
|
|
- |
1W High / 1W Low: |
4.88 |
4.52 |
1M High / 1M Low: |
5.59 |
4.47 |
6M High / 6M Low: |
5.59 |
0.89 |
High (YTD): |
2024-03-18 |
5.59 |
Low (YTD): |
2024-01-17 |
3.03 |
52W High: |
2024-03-18 |
5.59 |
52W Low: |
2023-10-27 |
0.89 |
Avg. price 1W: |
|
4.64 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.05 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.13 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.95 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
92.76% |
Volatility 6M: |
|
95.05% |
Volatility 1Y: |
|
91.12% |
Volatility 3Y: |
|
111.30% |