HSBC WAR. CALL 12/24 SIE/ DE000TT4FFW9 /
| 24/05/2024 21:36:58 | Chg.+0.060 | Bid21:59:34 | Ask21:59:34 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.040EUR | +1.00% | 6.030 Bid Size: 20,000 |
6.110 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 120.00 EUR | 18/12/2024 | Call |
Master data
| WKN: | TT4FFW |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 120.00 EUR |
| Maturity: | 18/12/2024 |
| Issue date: | 01/10/2020 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.90 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.99 |
|---|---|
| Intrinsic value: | 5.73 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.23 |
| Parity: | 5.73 |
| Time value: | 0.38 |
| Break-even: | 181.10 |
| Moneyness: | 1.48 |
| Premium: | 0.02 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.08 |
| Spread %: | 1.33% |
| Delta: | 0.95 |
| Theta: | -0.02 |
| Omega: | 2.75 |
| Rho: | 0.61 |
Quote data
| Open: | 5.980 |
|---|---|
| High: | 6.040 |
| Low: | 5.980 |
| Previous Close: | 5.980 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.15% | ||
|---|---|---|---|
| 1 Month | -2.11% | ||
| 3 Months | +0.67% | ||
| YTD | +14.61% | ||
| 1 Year | +28.78% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.040 | 5.700 |
|---|---|---|
| 1M High / 1M Low: | 7.170 | 5.690 |
| 6M High / 6M Low: | 7.170 | 3.600 |
| High (YTD): | 10/05/2024 | 7.170 |
| Low (YTD): | 17/01/2024 | 4.230 |
| 52W High: | 10/05/2024 | 7.170 |
| 52W Low: | 26/10/2023 | 1.550 |
| Avg. price 1W: | 5.838 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.281 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.503 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 4.358 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 73.20% | |
| Volatility 6M: | 56.63% | |
| Volatility 1Y: | 73.79% | |
| Volatility 3Y: | - |
