HSBC Call 135 SIE 18.12.2024/  DE000TT4FFZ2  /

EUWAX
5/17/2021  9:06:53 AM Chg.+0.19 Bid3:38:37 PM Ask3:38:37 PM Underlying Strike price Expiration date Option type
2.71EUR +7.54% 2.56
Bid Size: 50,000
2.59
Ask Size: 50,000
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: 5.29
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.95
Implied volatility: 0.85
Historic volatility: 0.28
Parity: 0.95
Time value: 1.78
Break-even: 162.30
Moneyness: 1.07
Premium: 0.12
Premium p.a.: 0.03
Spread abs.: 0.04
Spread %: 1.47%
Delta: 0.34
Theta: 0.00
Omega: 1.82
Rho: 0.80
 

Quote data

Open: 2.71
High: 2.71
Low: 2.71
Previous Close: 2.52
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.65%
1 Month  
+12.45%
3 Months  
+42.63%
YTD  
+176.53%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.64 2.21
1M High / 1M Low: 2.71 2.21
6M High / 6M Low: 2.71 0.72
High (YTD): 4/19/2021 2.71
Low (YTD): 1/5/2021 0.98
52W High: - -
52W Low: - -
Avg. price 1W:   2.44
Avg. volume 1W:   0.00
Avg. price 1M:   2.47
Avg. volume 1M:   0.00
Avg. price 6M:   1.73
Avg. volume 6M:   8.94
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.28%
Volatility 6M:   90.94%
Volatility 1Y:   -
Volatility 3Y:   -