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HSBC Call 160 SIE 18.12.2024/  DE000TT4FG40  /

Frankfurt Zert./HSBC
2024-05-28  4:20:42 PM Chg.-0.080 Bid4:25:34 PM Ask4:25:34 PM Underlying Strike price Expiration date Option type
2.580EUR -3.01% 2.570
Bid Size: 50,000		 2.600
Ask Size: 50,000		 SIEMENS AG NA O.N. 160.00 EUR 2024-12-18 Call
 

Master data

WKN: TT4FG4
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 160.00 EUR
Maturity: 2024-12-18
Issue date: 2020-10-01
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.58
Leverage: Yes

Calculated values

Fair value: 2.58
Intrinsic value: 1.89
Implied volatility: 0.26
Historic volatility: 0.23
Parity: 1.89
Time value: 0.83
Break-even: 187.20
Moneyness: 1.12
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.06
Spread %: 2.26%
Delta: 0.78
Theta: -0.04
Omega: 5.13
Rho: 0.63
 

Quote data

Open: 2.680
High: 2.850
Low: 2.570
Previous Close: 2.660
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+12.17%
1 Month
  -4.80%
3 Months
  -14.85%
YTD  
+16.22%
1 Year  
+22.27%
3 Years  
+111.48%
5 Years     -
10 Years     -
1W High / 1W Low: 2.660 2.260
1M High / 1M Low: 3.540 2.220
6M High / 6M Low: 3.540 1.180
High (YTD): 2024-05-10 3.540
Low (YTD): 2024-01-17 1.480
52W High: 2024-05-10 3.540
52W Low: 2023-10-27 0.320
Avg. price 1W:   2.440
Avg. volume 1W:   0.000
Avg. price 1M:   2.768
Avg. volume 1M:   0.000
Avg. price 6M:   2.321
Avg. volume 6M:   4.032
Avg. price 1Y:   1.703
Avg. volume 1Y:   358.824
Volatility 1M:   134.00%
Volatility 6M:   101.71%
Volatility 1Y:   124.10%
Volatility 3Y:   136.79%