HSBC WAR. CALL 24 SIE/  DE000TT4FFS7  /

gettex Zettex2
5/6/2021  7:50:02 PM Chg.0.0000 Bid7:58:05 PM Ask7:58:05 PM Underlying Strike price Expiration date Option type
4.4800EUR 0.00% 4.4700
Bid Size: 25,000
4.5100
Ask Size: 25,000
SIEMENS AG NA O.N. 100.00 EUR 12/18/2024 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: 12/18/2024
Issue date: 10/1/2020
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.10
Leverage: Yes

Calculated values

Fair value: 4.00
Intrinsic value: 4.00
Implied volatility: 0.97
Historic volatility: 0.29
Parity: 4.00
Time value: 0.51
Break-even: 145.10
Moneyness: 1.40
Premium: 0.04
Premium p.a.: 0.01
Spread abs.: 0.04
Spread %: 0.89%
Delta: 0.50
Theta: 0.00
Omega: 1.55
Rho: 0.90
 

Quote data

Open: 4.4800
High: 4.5600
Low: 4.4100
Previous Close: 4.4800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.36%
1 Month
  -1.75%
3 Months  
+12.85%
YTD  
+75.69%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.5600 4.2000
1M High / 1M Low: 4.9700 4.2000
6M High / 6M Low: 4.9700 1.9900
High (YTD): 4/16/2021 4.9700
Low (YTD): 1/5/2021 2.5000
52W High: - -
52W Low: - -
Avg. price 1W:   4.4280
Avg. volume 1W:   0.0000
Avg. price 1M:   4.5682
Avg. volume 1M:   0.0000
Avg. price 6M:   3.4665
Avg. volume 6M:   20.3252
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   61.37%
Volatility 6M:   69.44%
Volatility 1Y:   -
Volatility 3Y:   -