HSBC WAR. CALL 12/24 SIE/ DE000TT4FFU3 /
2024-06-06 11:36:26 AM | Chg.-0.050 | Bid1:26:40 PM | Ask1:26:40 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
7.100EUR | -0.70% | 7.010 Bid Size: 50,000 |
7.040 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 110.00 EUR | 2024-12-18 | Call |
Master data
WKN: | TT4FFU |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 110.00 EUR |
Maturity: | 2024-12-18 |
Issue date: | 2020-10-01 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 2.48 |
Leverage: | Yes |
Calculated values
Fair value: | 7.10 |
---|---|
Intrinsic value: | 6.88 |
Implied volatility: | 0.44 |
Historic volatility: | 0.23 |
Parity: | 6.88 |
Time value: | 0.33 |
Break-even: | 182.10 |
Moneyness: | 1.63 |
Premium: | 0.02 |
Premium p.a.: | 0.03 |
Spread abs.: | 0.05 |
Spread %: | 0.70% |
Delta: | 0.96 |
Theta: | -0.02 |
Omega: | 2.37 |
Rho: | 0.53 |
Quote data
Open: | 7.150 |
---|---|
High: | 7.160 |
Low: | 7.100 |
Previous Close: | 7.150 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +2.90% | ||
---|---|---|---|
1 Month | -2.34% | ||
3 Months | -4.05% | ||
YTD | +15.45% | ||
1 Year | +27.24% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 7.150 | 6.780 |
---|---|---|
1M High / 1M Low: | 8.130 | 6.630 |
6M High / 6M Low: | 8.130 | 5.090 |
High (YTD): | 2024-05-10 | 8.130 |
Low (YTD): | 2024-01-17 | 5.090 |
52W High: | 2024-05-10 | 8.130 |
52W Low: | 2023-10-26 | 2.130 |
Avg. price 1W: | 6.960 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 7.188 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 6.544 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 5.231 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 64.58% | |
Volatility 6M: | 49.84% | |
Volatility 1Y: | 63.83% | |
Volatility 3Y: | - |