HSBC Call 135 SIE 18.12.2024/  DE000TT4FFZ2  /

Frankfurt Zert./HSBC
5/17/2021  7:35:47 PM Chg.-0.140 Bid5/17/2021 Ask5/17/2021 Underlying Strike price Expiration date Option type
2.510EUR -5.28% 2.510
Bid Size: 25,000
2.550
Ask Size: 25,000
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: 2.690
High: 2.690
Low: 2.500
Previous Close: 2.650
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.71%
1 Month
  -8.06%
3 Months  
+33.51%
YTD  
+143.69%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.650 2.290
1M High / 1M Low: 2.650 2.180
6M High / 6M Low: 2.730 0.710
High (YTD): 4/16/2021 2.730
Low (YTD): 1/4/2021 0.970
52W High: - -
52W Low: - -
Avg. price 1W:   2.454
Avg. volume 1W:   0.000
Avg. price 1M:   2.449
Avg. volume 1M:   0.000
Avg. price 6M:   1.737
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.16%
Volatility 6M:   97.98%
Volatility 1Y:   -
Volatility 3Y:   -