OverviewChartNewsTraderScreen

HSBC Call 155 SIE 18.12.2024/  DE000TT4FG32  /

Frankfurt Zert./HSBC
2024-05-10  9:35:45 PM Chg.+0.320 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
3.950EUR +8.82% 3.950
Bid Size: 20,000		 3.990
Ask Size: 20,000		 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: 4.71
Leverage: Yes

Calculated values

Fair value: 3.84
Intrinsic value: 3.34
Implied volatility: 0.28
Historic volatility: 0.22
Parity: 3.34
Time value: 0.66
Break-even: 195.00
Moneyness: 1.22
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.04
Spread %: 1.01%
Delta: 0.87
Theta: -0.03
Omega: 4.09
Rho: 0.75
 

Quote data

Open: 3.620
High: 4.000
Low: 3.620
Previous Close: 3.630
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+22.67%
1 Month  
+47.39%
3 Months  
+86.32%
YTD  
+55.51%
1 Year  
+99.49%
3 Years  
+140.85%
5 Years     -
10 Years     -
1W High / 1W Low: 3.950 3.220
1M High / 1M Low: 3.950 2.780
6M High / 6M Low: 3.950 0.630
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:   3.486
Avg. volume 1W:   0.000
Avg. price 1M:   3.071
Avg. volume 1M:   0.000
Avg. price 6M:   2.485
Avg. volume 6M:   0.000
Avg. price 1Y:   1.926
Avg. volume 1Y:   0.000
Volatility 1M:   71.30%
Volatility 6M:   103.20%
Volatility 1Y:   114.97%
Volatility 3Y:   129.51%