HSBC Call 140 SIE 18.12.2024/  DE000TT4FG08  /

Frankfurt Zert./HSBC
5/14/2021  7:35:52 PM Chg.+0.230 Bid7:49:35 PM Ask7:49:35 PM Underlying Strike price Expiration date Option type
2.380EUR +10.70% 2.390
Bid Size: 25,000
2.430
Ask Size: 25,000
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: 6.51
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.45
Implied volatility: 0.80
Historic volatility: 0.29
Parity: 0.45
Time value: 1.77
Break-even: 162.20
Moneyness: 1.03
Premium: 0.12
Premium p.a.: 0.03
Spread abs.: 0.04
Spread %: 1.80%
Delta: 0.30
Theta: 0.00
Omega: 1.93
Rho: 0.74
 

Quote data

Open: 2.250
High: 2.400
Low: 2.210
Previous Close: 2.150
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+9.68%
3 Months  
+35.23%
YTD  
+167.42%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.380 2.050
1M High / 1M Low: 2.470 1.950
6M High / 6M Low: 2.470 0.610
High (YTD): 4/16/2021 2.470
Low (YTD): 1/4/2021 0.840
52W High: - -
52W Low: - -
Avg. price 1W:   2.202
Avg. volume 1W:   0.000
Avg. price 1M:   2.213
Avg. volume 1M:   0.000
Avg. price 6M:   1.549
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.69%
Volatility 6M:   100.91%
Volatility 1Y:   -
Volatility 3Y:   -