HSBC WAR. CALL 24 SIE/  DE000TT4FFY5  /

gettex Zettex2
5/14/2021  7:50:02 PM Chg.+0.2300 Bid7:59:43 PM Ask7:59:43 PM Underlying Strike price Expiration date Option type
2.9600EUR +8.42% 2.9600
Bid Size: 25,000
3.0000
Ask Size: 25,000
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: 4.77
Leverage: Yes

Calculated values

Fair value: 1.45
Intrinsic value: 1.45
Implied volatility: 0.86
Historic volatility: 0.29
Parity: 1.45
Time value: 1.58
Break-even: 160.30
Moneyness: 1.11
Premium: 0.11
Premium p.a.: 0.03
Spread abs.: 0.04
Spread %: 1.32%
Delta: 0.37
Theta: 0.00
Omega: 1.77
Rho: 0.84
 

Quote data

Open: 2.8300
High: 2.9600
Low: 2.8000
Previous Close: 2.7300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+9.23%
3 Months  
+33.94%
YTD  
+152.99%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.9600 2.6100
1M High / 1M Low: 3.0500 2.4800
6M High / 6M Low: 3.0500 0.8500
High (YTD): 4/16/2021 3.0500
Low (YTD): 1/5/2021 1.1500
52W High: - -
52W Low: - -
Avg. price 1W:   2.7700
Avg. volume 1W:   0.0000
Avg. price 1M:   2.7732
Avg. volume 1M:   0.0000
Avg. price 6M:   1.9720
Avg. volume 6M:   0.0000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   95.25%
Volatility 6M:   87.23%
Volatility 1Y:   -
Volatility 3Y:   -