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HSBC Call 135 SIE 18.12.2024/  DE000TT4FFZ2  /

Frankfurt Zert./HSBC
2024-04-23  12:00:50 PM Chg.-0.130 Bid12:12:33 PM Ask12:12:33 PM Underlying Strike price Expiration date Option type
4.460EUR -2.83% 4.470
Bid Size: 50,000		 4.490
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: 3.78
Leverage: Yes

Calculated values

Fair value: 4.31
Intrinsic value: 3.90
Implied volatility: 0.35
Historic volatility: 0.22
Parity: 3.90
Time value: 0.70
Break-even: 181.00
Moneyness: 1.29
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.04
Spread %: 0.88%
Delta: 0.87
Theta: -0.03
Omega: 3.29
Rho: 0.69
 

Quote data

Open: 4.560
High: 4.570
Low: 4.450
Previous Close: 4.590
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.91%
1 Month
  -4.50%
3 Months  
+34.34%
YTD  
+11.78%
1 Year  
+59.86%
3 Years  
+74.22%
5 Years     -
1W High / 1W Low: 4.590 4.380
1M High / 1M Low: 4.780 4.270
6M High / 6M Low: 5.620 0.880
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:   4.470
Avg. volume 1W:   0.000
Avg. price 1M:   4.525
Avg. volume 1M:   0.000
Avg. price 6M:   3.527
Avg. volume 6M:   0.000
Avg. price 1Y:   3.055
Avg. volume 1Y:   .118
Volatility 1M:   57.20%
Volatility 6M:   90.76%
Volatility 1Y:   91.69%
Volatility 3Y:   108.50%