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HSBC Call 155 SIE 18.12.2024/  DE000TT4FG32  /

Frankfurt Zert./HSBC
2024-05-27  10:00:55 AM Chg.+0.130 Bid10:20:20 AM Ask10:20:20 AM Underlying Strike price Expiration date Option type
3.040EUR +4.47% 3.030
Bid Size: 50,000		 3.060
Ask Size: 50,000		 SIEMENS AG NA O.N. 155.00 EUR 2024-12-18 Call
 

Master data

WKN: TT4FG3
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 155.00 EUR
Maturity: 2024-12-18
Issue date: 2020-10-01
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.95
Leverage: Yes

Calculated values

Fair value: 2.83
Intrinsic value: 2.23
Implied volatility: 0.27
Historic volatility: 0.23
Parity: 2.23
Time value: 0.75
Break-even: 184.80
Moneyness: 1.14
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.06
Spread %: 2.05%
Delta: 0.81
Theta: -0.04
Omega: 4.80
Rho: 0.64
 

Quote data

Open: 2.910
High: 3.040
Low: 2.900
Previous Close: 2.910
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+18.29%
1 Month
  -0.98%
3 Months
  -3.18%
YTD  
+19.69%
1 Year  
+27.73%
3 Years  
+135.66%
5 Years     -
10 Years     -
1W High / 1W Low: 2.910 2.570
1M High / 1M Low: 3.950 2.570
6M High / 6M Low: 3.950 1.340
High (YTD): 2024-05-10 3.950
Low (YTD): 2024-01-17 1.760
52W High: 2024-05-10 3.950
52W Low: 2023-10-27 0.390
Avg. price 1W:   2.712
Avg. volume 1W:   0.000
Avg. price 1M:   3.149
Avg. volume 1M:   0.000
Avg. price 6M:   2.642
Avg. volume 6M:   0.000
Avg. price 1Y:   1.957
Avg. volume 1Y:   0.000
Volatility 1M:   126.56%
Volatility 6M:   94.06%
Volatility 1Y:   116.62%
Volatility 3Y:   130.09%