HSBC WAR. CALL 24 SIE/  DE000TT4FFY5  /

gettex Zettex2
6/18/2021  7:50:01 PM Chg.-0.2000 Bid7:58:49 PM Ask7:58:49 PM Underlying Strike price Expiration date Option type
2.3100EUR -7.97% 2.3100
Bid Size: 50,000
2.3500
Ask Size: 50,000
SIEMENS AG NA O.N. 130.00 EUR 12/18/2024 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: 12/18/2024
Issue date: 10/1/2020
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.74
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.37
Implied volatility: 0.83
Historic volatility: 0.28
Parity: 0.37
Time value: 1.96
Break-even: 153.30
Moneyness: 1.03
Premium: 0.15
Premium p.a.: 0.04
Spread abs.: 0.04
Spread %: 1.72%
Delta: 0.33
Theta: 0.00
Omega: 1.87
Rho: 0.71
 

Quote data

Open: 2.5100
High: 2.5100
Low: 2.3000
Previous Close: 2.5100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.33%
1 Month
  -2.94%
3 Months
  -12.83%
YTD  
+97.44%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.5800 2.3100
1M High / 1M Low: 2.5800 2.2300
6M High / 6M Low: 3.0500 1.0100
High (YTD): 4/16/2021 3.0500
Low (YTD): 1/5/2021 1.1500
52W High: - -
52W Low: - -
Avg. price 1W:   2.4600
Avg. volume 1W:   0.0000
Avg. price 1M:   2.4095
Avg. volume 1M:   0.0000
Avg. price 6M:   2.2675
Avg. volume 6M:   0.0000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   59.76%
Volatility 6M:   88.20%
Volatility 1Y:   -
Volatility 3Y:   -