HSBC WAR. CALL 12/24 SIE/ DE000TT4FFS7 /
2024-04-19 9:36:49 PM | Chg.-0.180 | Bid9:59:42 PM | Ask9:59:42 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
7.630EUR | -2.30% | 7.590 Bid Size: 20,000 |
7.640 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 100.00 EUR | 2024-12-18 | Call |
Master data
WKN: | TT4FFS |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 100.00 EUR |
Maturity: | 2024-12-18 |
Issue date: | 2020-10-01 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 2.24 |
Leverage: | Yes |
Calculated values
Fair value: | 7.80 |
---|---|
Intrinsic value: | 7.55 |
Implied volatility: | 0.33 |
Historic volatility: | 0.22 |
Parity: | 7.55 |
Time value: | 0.27 |
Break-even: | 178.20 |
Moneyness: | 1.76 |
Premium: | 0.02 |
Premium p.a.: | 0.02 |
Spread abs.: | 0.05 |
Spread %: | 0.64% |
Delta: | 0.99 |
Theta: | -0.01 |
Omega: | 2.22 |
Rho: | 0.64 |
Quote data
Open: | 7.660 |
---|---|
High: | 7.660 |
Low: | 7.590 |
Previous Close: | 7.810 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +1.33% | ||
---|---|---|---|
1 Month | -5.34% | ||
3 Months | +22.28% | ||
YTD | +7.92% | ||
1 Year | +42.35% | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 7.850 | 7.630 |
---|---|---|
1M High / 1M Low: | 8.060 | 7.530 |
6M High / 6M Low: | 8.880 | 2.810 |
High (YTD): | 2024-03-15 | 8.880 |
Low (YTD): | 2024-01-17 | 5.990 |
52W High: | 2024-03-15 | 8.880 |
52W Low: | 2023-10-26 | 2.810 |
Avg. price 1W: | 7.720 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 7.800 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 6.477 | |
Avg. volume 6M: | .889 | |
Avg. price 1Y: | 5.825 | |
Avg. volume 1Y: | .438 | |
Volatility 1M: | 31.60% | |
Volatility 6M: | 53.70% | |
Volatility 1Y: | 55.11% | |
Volatility 3Y: | - |