HSBC Call 135 SIE 18.12.2024
/ DE000TT4FFZ2
HSBC Call 135 SIE 18.12.2024/ DE000TT4FFZ2 /
| 2024-04-19 8:24:26 AM |
Chg.-0.14 |
Bid12:37:56 PM |
Ask12:37:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.43EUR |
-3.06% |
4.37
Bid Size: 50,000 |
4.39
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: |
3.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.45 |
| Intrinsic value: |
4.05 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.22 |
| Parity: |
4.05 |
| Time value: |
0.54 |
| Break-even: |
180.90 |
| Moneyness: |
1.30 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
0.88% |
| Delta: |
0.91 |
| Theta: |
-0.03 |
| Omega: |
3.47 |
| Rho: |
0.76 |
Quote data
| Open: |
4.43 |
| High: |
4.43 |
| Low: |
4.43 |
| Previous Close: |
4.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.49% |
| 1 Month |
|
|
-18.42% |
| 3 Months |
|
|
+36.31% |
| YTD |
|
|
+13.30% |
| 1 Year |
|
|
+53.82% |
| 3 Years |
|
|
+63.47% |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.59 |
4.39 |
| 1M High / 1M Low: |
5.43 |
4.33 |
| 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: |
|
4.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.04 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
78.42% |
| Volatility 6M: |
|
87.72% |
| Volatility 1Y: |
|
89.67% |
| Volatility 3Y: |
|
111.03% |
