HSBC Call 140 SIE 18.12.2024/  DE000TT4FG08  /

EUWAX
5/18/2021  10:48:16 AM Chg.-0.24 Bid4:33:12 PM Ask4:33:12 PM Underlying Strike price Expiration date Option type
2.20EUR -9.84% 2.12
Bid Size: 50,000
2.15
Ask Size: 50,000
SIEMENS AG NA O.N. 140.00 EUR 12/18/2024 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: 12/18/2024
Issue date: 10/1/2020
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.07
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.14
Implied volatility: 0.83
Historic volatility: 0.28
Parity: 0.14
Time value: 2.19
Break-even: 163.30
Moneyness: 1.01
Premium: 0.15
Premium p.a.: 0.04
Spread abs.: 0.04
Spread %: 1.72%
Delta: 0.31
Theta: 0.00
Omega: 1.88
Rho: 0.74
 

Quote data

Open: 2.27
High: 2.27
Low: 2.20
Previous Close: 2.44
Turnover: 2,200
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.51%
1 Month  
+0.92%
3 Months  
+26.44%
YTD  
+158.82%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.44 1.98
1M High / 1M Low: 2.45 1.98
6M High / 6M Low: 2.45 0.62
High (YTD): 4/19/2021 2.45
Low (YTD): 1/5/2021 0.85
52W High: - -
52W Low: - -
Avg. price 1W:   2.21
Avg. volume 1W:   0.00
Avg. price 1M:   2.23
Avg. volume 1M:   0.00
Avg. price 6M:   1.57
Avg. volume 6M:   97.56
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   93.32%
Volatility 6M:   96.65%
Volatility 1Y:   -
Volatility 3Y:   -