HSBC WAR. CALL 12/24 SIE/ DE000TT4FFY5 /
| 2024-05-02 9:35:01 AM | Chg.-0.150 | Bid10:24:35 AM | Ask10:24:35 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.970EUR | -2.93% | 4.990 Bid Size: 50,000 |
5.020 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 130.00 EUR | 2024-12-18 | Call |
Master data
| WKN: | TT4FFY |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 130.00 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2020-10-01 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.44 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.94 |
|---|---|
| Intrinsic value: | 4.59 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.22 |
| Parity: | 4.59 |
| Time value: | 0.52 |
| Break-even: | 181.10 |
| Moneyness: | 1.35 |
| Premium: | 0.03 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.05 |
| Spread %: | 0.99% |
| Delta: | 0.91 |
| Theta: | -0.03 |
| Omega: | 3.15 |
| Rho: | 0.69 |
Quote data
| Open: | 5.120 |
|---|---|
| High: | 5.120 |
| Low: | 4.970 |
| Previous Close: | 5.120 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.43% | ||
|---|---|---|---|
| 1 Month | -2.17% | ||
| 3 Months | +22.11% | ||
| YTD | +12.70% | ||
| 1 Year | +51.99% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 5.280 | 4.900 |
|---|---|---|
| 1M High / 1M Low: | 5.280 | 4.760 |
| 6M High / 6M Low: | 6.080 | 1.350 |
| High (YTD): | 2024-03-15 | 6.080 |
| Low (YTD): | 2024-01-17 | 3.420 |
| 52W High: | 2024-03-15 | 6.080 |
| 52W Low: | 2023-10-26 | 1.090 |
| Avg. price 1W: | 5.138 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.000 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.163 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 3.467 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 53.90% | |
| Volatility 6M: | 76.39% | |
| Volatility 1Y: | 84.16% | |
| Volatility 3Y: | - |
