HSBC WAR. CALL 12/24 SIE/ DE000TT4FFS7 /
| 2024-05-03 9:37:21 PM | Chg.+0.220 | Bid9:59:59 PM | Ask9:59:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 8.070EUR | +2.80% | 8.040 Bid Size: 20,000 |
8.090 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: | 2.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 8.00 |
|---|---|
| Intrinsic value: | 7.76 |
| Implied volatility: | 0.45 |
| Historic volatility: | 0.22 |
| Parity: | 7.76 |
| Time value: | 0.33 |
| Break-even: | 180.90 |
| Moneyness: | 1.78 |
| Premium: | 0.02 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.05 |
| Spread %: | 0.62% |
| Delta: | 0.97 |
| Theta: | -0.02 |
| Omega: | 2.13 |
| Rho: | 0.57 |
Quote data
| Open: | 7.870 |
|---|---|
| High: | 8.070 |
| Low: | 7.850 |
| Previous Close: | 7.850 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.12% | ||
|---|---|---|---|
| 1 Month | +6.04% | ||
| 3 Months | +22.09% | ||
| YTD | +14.14% | ||
| 1 Year | +41.33% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 8.090 | 7.850 |
|---|---|---|
| 1M High / 1M Low: | 8.090 | 7.530 |
| 6M High / 6M Low: | 8.880 | 3.370 |
| 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: | 7.985 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 7.797 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.874 | |
| Avg. volume 6M: | .903 | |
| Avg. price 1Y: | 5.913 | |
| Avg. volume 1Y: | .439 | |
| Volatility 1M: | 35.73% | |
| Volatility 6M: | 48.41% | |
| Volatility 1Y: | 55.26% | |
| Volatility 3Y: | - |
