HSBC Call 135 SIE 18.12.2024/  DE000TT4FFZ2  /

EUWAX
5/12/2021  9:06:24 AM Chg.-0.21 Bid1:35:17 PM Ask1:35:17 PM Underlying Strike price Expiration date Option type
2.32EUR -8.30% 2.34
Bid Size: 50,000
2.37
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: 5.85
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.47
Implied volatility: 0.82
Historic volatility: 0.29
Parity: 0.47
Time value: 1.92
Break-even: 158.90
Moneyness: 1.04
Premium: 0.14
Premium p.a.: 0.04
Spread abs.: 0.04
Spread %: 1.67%
Delta: 0.32
Theta: 0.00
Omega: 1.87
Rho: 0.75
 

Quote data

Open: 2.32
High: 2.32
Low: 2.32
Previous Close: 2.53
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.11%
1 Month
  -4.92%
3 Months  
+19.59%
YTD  
+136.73%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.64 2.25
1M High / 1M Low: 2.71 2.25
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:   2.47
Avg. volume 1W:   0.00
Avg. price 1M:   2.47
Avg. volume 1M:   0.00
Avg. price 6M:   1.69
Avg. volume 6M:   8.94
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.01%
Volatility 6M:   88.39%
Volatility 1Y:   -
Volatility 3Y:   -