HSBC WAR. CALL 12/24 SIE/ DE000TT4FFY5 /
| 2024-05-17 3:35:22 PM | Chg.-0.1300 | Bid5:00:20 PM | Ask5:00:20 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.8400EUR | -2.62% | 4.8200 Bid Size: 50,000 |
4.8600 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: | 3.52 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.83 |
|---|---|
| Intrinsic value: | 4.50 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.23 |
| Parity: | 4.50 |
| Time value: | 0.47 |
| Break-even: | 179.70 |
| Moneyness: | 1.35 |
| Premium: | 0.03 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.05 |
| Spread %: | 1.02% |
| Delta: | 0.92 |
| Theta: | -0.03 |
| Omega: | 3.24 |
| Rho: | 0.65 |
Quote data
| Open: | 4.9700 |
|---|---|
| High: | 4.9700 |
| Low: | 4.6500 |
| Previous Close: | 4.9700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -21.94% | ||
|---|---|---|---|
| 1 Month | -0.62% | ||
| 3 Months | +6.61% | ||
| YTD | +9.75% | ||
| 1 Year | +30.81% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.2000 | 4.9700 |
|---|---|---|
| 1M High / 1M Low: | 6.2000 | 4.8600 |
| 6M High / 6M Low: | 6.2000 | 2.6100 |
| High (YTD): | 2024-05-13 | 6.2000 |
| Low (YTD): | 2024-01-17 | 3.4200 |
| 52W High: | 2024-05-13 | 6.2000 |
| 52W Low: | 2023-10-26 | 1.0900 |
| Avg. price 1W: | 5.8880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 5.3533 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.5174 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 3.5634 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 83.36% | |
| Volatility 6M: | 64.58% | |
| Volatility 1Y: | 85.57% | |
| Volatility 3Y: | - |
