HSBC WAR. CALL 12/25 VOW3
/ DE000TT4WJD6
HSBC WAR. CALL 12/25 VOW3/ DE000TT4WJD6 /
2024-05-31 9:36:22 PM |
Chg.-0.0300 |
Bid9:59:09 PM |
Ask9:59:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.7100EUR |
-4.05% |
0.7200 Bid Size: 17,220 |
0.7600 Ask Size: 17,220 |
VOLKSWAGEN AG VZO O.... |
137.6652 EUR |
2025-12-17 |
Call |
Master data
WKN: |
TT4WJD |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
VOLKSWAGEN AG VZO O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
137.67 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: |
17.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.80 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.22 |
Parity: |
-2.69 |
Time value: |
0.74 |
Break-even: |
144.03 |
Moneyness: |
0.83 |
Premium: |
0.26 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.04 |
Spread %: |
5.71% |
Delta: |
0.36 |
Theta: |
-0.01 |
Omega: |
6.49 |
Rho: |
0.54 |
Quote data
Open: |
0.7400 |
High: |
0.7400 |
Low: |
0.6900 |
Previous Close: |
0.7400 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.94% |
1 Month |
|
|
+18.33% |
3 Months |
|
|
-6.58% |
YTD |
|
|
+5.97% |
1 Year |
|
|
-50.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.7700 |
0.6900 |
1M High / 1M Low: |
0.7900 |
0.5900 |
6M High / 6M Low: |
1.1200 |
0.4500 |
High (YTD): |
2024-04-08 |
1.1200 |
Low (YTD): |
2024-01-22 |
0.4500 |
52W High: |
2023-06-14 |
2.1000 |
52W Low: |
2024-01-22 |
0.4500 |
Avg. price 1W: |
|
0.7240 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
0.6700 |
Avg. volume 1M: |
|
0.0000 |
Avg. price 6M: |
|
0.7528 |
Avg. volume 6M: |
|
0.0000 |
Avg. price 1Y: |
|
0.8925 |
Avg. volume 1Y: |
|
0.0000 |
Volatility 1M: |
|
115.75% |
Volatility 6M: |
|
139.46% |
Volatility 1Y: |
|
119.77% |
Volatility 3Y: |
|
- |