HSBC WAR. CALL 12/24 SIE/ DE000TT4FFZ2 /
| 2024-05-23 9:36:54 AM | Chg.+0.0500 | Bid9:47:14 AM | Ask9:47:14 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.4300EUR | +1.14% | 4.4300 Bid Size: 50,000 |
4.5100 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 135.00 EUR | 2024-12-18 | Call |
Master data
| WKN: | TT4FFZ |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 135.00 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2020-10-01 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.22 |
|---|---|
| Intrinsic value: | 3.87 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.23 |
| Parity: | 3.87 |
| Time value: | 0.51 |
| Break-even: | 178.80 |
| Moneyness: | 1.29 |
| Premium: | 0.03 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.08 |
| Spread %: | 1.86% |
| Delta: | 0.90 |
| Theta: | -0.03 |
| Omega: | 3.56 |
| Rho: | 0.64 |
Quote data
| Open: | 4.3800 |
|---|---|
| High: | 4.4300 |
| Low: | 4.3800 |
| Previous Close: | 4.3800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.77% | ||
|---|---|---|---|
| 1 Month | -3.90% | ||
| 3 Months | -5.34% | ||
| YTD | +10.75% | ||
| 1 Year | +28.78% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.5100 | 4.3000 |
|---|---|---|
| 1M High / 1M Low: | 5.7700 | 4.3000 |
| 6M High / 6M Low: | 5.7700 | 2.4400 |
| High (YTD): | 2024-05-10 | 5.7700 |
| Low (YTD): | 2024-01-17 | 3.0400 |
| 52W High: | 2024-05-10 | 5.7700 |
| 52W Low: | 2023-10-26 | 0.8800 |
| Avg. price 1W: | 4.3660 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.8676 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.1610 | |
| Avg. volume 6M: | 29.0484 | |
| Avg. price 1Y: | 3.2130 | |
| Avg. volume 1Y: | 33.0156 | |
| Volatility 1M: | 89.98% | |
| Volatility 6M: | 69.62% | |
| Volatility 1Y: | 91.19% | |
| Volatility 3Y: | - |
