HSBC Call 135 SIE 18.12.2024/  DE000TT4FFZ2  /

EUWAX
6/15/2021  9:07:18 AM Chg.-0.02 Bid10:00:02 PM Ask10:00:02 PM Underlying Strike price Expiration date Option type
2.17EUR -0.91% -
Bid Size: -
-
Ask Size: -
SIEMENS AG NA O.N. 135.00 EUR 12/18/2024 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: 12/18/2024
Issue date: 10/1/2020
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.20
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.07
Implied volatility: 0.81
Historic volatility: 0.28
Parity: 0.07
Time value: 2.12
Break-even: 156.90
Moneyness: 1.01
Premium: 0.16
Premium p.a.: 0.04
Spread abs.: 0.04
Spread %: 1.83%
Delta: 0.31
Theta: 0.00
Omega: 1.91
Rho: 0.70
 

Quote data

Open: 2.17
High: 2.17
Low: 2.17
Previous Close: 2.19
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.93%
1 Month
  -13.89%
3 Months
  -2.25%
YTD  
+121.43%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.19 2.07
1M High / 1M Low: 2.71 2.02
6M High / 6M Low: 2.71 0.81
High (YTD): 5/17/2021 2.71
Low (YTD): 1/5/2021 0.98
52W High: - -
52W Low: - -
Avg. price 1W:   2.15
Avg. volume 1W:   0.00
Avg. price 1M:   2.17
Avg. volume 1M:   0.00
Avg. price 6M:   1.95
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   68.81%
Volatility 6M:   92.01%
Volatility 1Y:   -
Volatility 3Y:   -