HSBC WAR. CALL 12/25 VOW3
/ DE000TT4WJ87
HSBC WAR. CALL 12/25 VOW3/ DE000TT4WJ87 /
2024-05-31 9:35:23 PM |
Chg.-0.0100 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.6000EUR |
-0.62% |
1.6100 Bid Size: 17,220 |
1.6500 Ask Size: 17,220 |
VOLKSWAGEN AG VZO O.... |
116.155 EUR |
2025-12-17 |
Call |
Master data
WKN: |
TT4WJ8 |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
VOLKSWAGEN AG VZO O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
116.16 EUR |
Maturity: |
2025-12-17 |
Issue date: |
2020-12-08 |
Last trading day: |
2025-12-16 |
Ratio: |
8.61:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.74 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.22 |
Parity: |
-0.13 |
Time value: |
1.65 |
Break-even: |
130.35 |
Moneyness: |
0.99 |
Premium: |
0.13 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.04 |
Spread %: |
2.48% |
Delta: |
0.62 |
Theta: |
-0.02 |
Omega: |
5.05 |
Rho: |
0.89 |
Quote data
Open: |
1.6100 |
High: |
1.6100 |
Low: |
1.5400 |
Previous Close: |
1.6100 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.48% |
1 Month |
|
|
+22.14% |
3 Months |
|
|
-1.23% |
YTD |
|
|
+19.40% |
1 Year |
|
|
-39.39% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.6600 |
1.5200 |
1M High / 1M Low: |
1.7100 |
1.3100 |
6M High / 6M Low: |
2.1900 |
0.9800 |
High (YTD): |
2024-04-08 |
2.1900 |
Low (YTD): |
2024-01-19 |
0.9800 |
52W High: |
2023-06-14 |
3.4000 |
52W Low: |
2023-10-30 |
0.9300 |
Avg. price 1W: |
|
1.5840 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
1.4895 |
Avg. volume 1M: |
|
0.0000 |
Avg. price 6M: |
|
1.5615 |
Avg. volume 6M: |
|
32.2581 |
Avg. price 1Y: |
|
1.7118 |
Avg. volume 1Y: |
|
16.5412 |
Volatility 1M: |
|
90.87% |
Volatility 6M: |
|
115.76% |
Volatility 1Y: |
|
98.86% |
Volatility 3Y: |
|
- |