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HSBC Call 140 SIE 18.12.2024/  DE000TT4FG08  /

EUWAX
2024-05-31  8:25:44 AM Chg.+0.08 Bid10:00:11 PM Ask10:00:11 PM Underlying Strike price Expiration date Option type
4.09EUR +2.00% -
Bid Size: -		 -
Ask Size: -		 SIEMENS AG NA O.N. 140.00 EUR 2024-12-18 Call
 

Master data

WKN: TT4FG0
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 140.00 EUR
Maturity: 2024-12-18
Issue date: 2020-10-01
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.16
Leverage: Yes

Calculated values

Fair value: 3.99
Intrinsic value: 3.63
Implied volatility: 0.34
Historic volatility: 0.23
Parity: 3.63
Time value: 0.61
Break-even: 182.40
Moneyness: 1.26
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.04
Spread %: 0.95%
Delta: 0.87
Theta: -0.04
Omega: 3.61
Rho: 0.61
 

Quote data

Open: 4.09
High: 4.09
Low: 4.09
Previous Close: 4.01
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.74%
1 Month
  -2.39%
3 Months
  -19.49%
YTD  
+16.19%
1 Year  
+20.65%
3 Years  
+117.55%
5 Years     -
10 Years     -
1W High / 1W Low: 4.41 4.01
1M High / 1M Low: 5.30 3.82
6M High / 6M Low: 5.30 2.63
High (YTD): 2024-05-13 5.30
Low (YTD): 2024-01-17 2.68
52W High: 2024-05-13 5.30
52W Low: 2023-10-27 0.73
Avg. price 1W:   4.17
Avg. volume 1W:   0.00
Avg. price 1M:   4.35
Avg. volume 1M:   0.00
Avg. price 6M:   3.84
Avg. volume 6M:   0.00
Avg. price 1Y:   2.88
Avg. volume 1Y:   7.84
Volatility 1M:   78.75%
Volatility 6M:   69.74%
Volatility 1Y:   95.57%
Volatility 3Y:   118.46%