HSBC WAR. CALL 12/25 SIE/ DE000TT4WG72 /
| 2024-05-21 8:00:14 AM | Chg.-0.0200 | Bid8:30:21 AM | Ask8:30:21 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.8100EUR | -0.41% | 4.7900 Bid Size: 20,000 |
4.8500 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 135.00 EUR | 2025-12-17 | Call |
Master data
| WKN: | TT4WG7 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 135.00 EUR |
| Maturity: | 2025-12-17 |
| Issue date: | 2020-12-08 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.58 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.90 |
|---|---|
| Intrinsic value: | 3.81 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.23 |
| Parity: | 3.81 |
| Time value: | 1.02 |
| Break-even: | 183.30 |
| Moneyness: | 1.28 |
| Premium: | 0.06 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.06 |
| Spread %: | 1.26% |
| Delta: | 0.90 |
| Theta: | -0.02 |
| Omega: | 3.24 |
| Rho: | 1.70 |
Quote data
| Open: | 4.8100 |
|---|---|
| High: | 4.8100 |
| Low: | 4.8100 |
| Previous Close: | 4.8300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -19.30% | ||
|---|---|---|---|
| 1 Month | -2.83% | ||
| 3 Months | +3.44% | ||
| YTD | +8.33% | ||
| 1 Year | +14.52% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.0700 | 4.8100 |
|---|---|---|
| 1M High / 1M Low: | 6.2100 | 4.8100 |
| 6M High / 6M Low: | 6.2100 | 2.8500 |
| High (YTD): | 2024-05-10 | 6.2100 |
| Low (YTD): | 2024-01-17 | 3.5500 |
| 52W High: | 2024-05-10 | 6.2100 |
| 52W Low: | 2023-10-26 | 1.3500 |
| Avg. price 1W: | 5.3380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 5.3935 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.6157 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 3.6983 | |
| Avg. volume 1Y: | 1.3333 | |
| Volatility 1M: | 78.60% | |
| Volatility 6M: | 59.73% | |
| Volatility 1Y: | 75.53% | |
| Volatility 3Y: | - |
