HSBC WAR. CALL 12/24 SIE/ DE000TT4FFY5 /
| 2024-04-19 7:35:22 PM | Chg.-0.170 | Bid8:18:53 PM | Ask8:18:53 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.860EUR | -3.38% | 4.860 Bid Size: 20,000 |
4.910 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 130.00 EUR | 2024-12-18 | Call |
Master data
| WKN: | TT4FFY |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 130.00 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2020-10-01 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.48 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.92 |
|---|---|
| Intrinsic value: | 4.55 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.22 |
| Parity: | 4.55 |
| Time value: | 0.49 |
| Break-even: | 180.40 |
| Moneyness: | 1.35 |
| Premium: | 0.03 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.05 |
| Spread %: | 1.00% |
| Delta: | 0.93 |
| Theta: | -0.02 |
| Omega: | 3.22 |
| Rho: | 0.75 |
Quote data
| Open: | 4.870 |
|---|---|
| High: | 4.880 |
| Low: | 4.810 |
| Previous Close: | 5.030 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.10% | ||
|---|---|---|---|
| 1 Month | -1.22% | ||
| 3 Months | +33.52% | ||
| YTD | +10.20% | ||
| 1 Year | +52.35% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 5.080 | 4.760 |
|---|---|---|
| 1M High / 1M Low: | 5.270 | 4.760 |
| 6M High / 6M Low: | 6.080 | 1.090 |
| High (YTD): | 2024-03-15 | 6.080 |
| Low (YTD): | 2024-01-17 | 3.420 |
| 52W High: | 2024-03-15 | 6.080 |
| 52W Low: | 2023-10-26 | 1.090 |
| Avg. price 1W: | 4.926 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.019 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 3.880 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 3.409 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 52.04% | |
| Volatility 6M: | 83.65% | |
| Volatility 1Y: | 83.79% | |
| Volatility 3Y: | - |
