HSBC WAR. CALL 24 SIE/  DE000TT4FFV1  /

gettex Zettex2
5/14/2021  5:20:00 PM Chg.+0.2700 Bid5:29:06 PM Ask5:29:06 PM Underlying Strike price Expiration date Option type
3.7900EUR +7.67% -
Bid Size: 25,000
-
Ask Size: 25,000
SIEMENS AG NA O.N. 115.00 EUR 12/18/2024 Call

Master data

WKN: TT4FFV
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 115.00 EUR
Maturity: 12/18/2024
Issue date: 10/1/2020
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.94
Leverage: Yes

Calculated values

Fair value: 2.53
Intrinsic value: 2.53
Implied volatility: 0.90
Historic volatility: 0.29
Parity: 2.53
Time value: 1.03
Break-even: 150.60
Moneyness: 1.22
Premium: 0.07
Premium p.a.: 0.02
Spread abs.: 0.04
Spread %: 1.12%
Delta: 0.43
Theta: 0.00
Omega: 1.68
Rho: 0.87
 

Quote data

Open: 3.6500
High: 3.7900
Low: 3.6100
Previous Close: 3.5200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.26%
1 Month  
+10.82%
3 Months  
+23.86%
YTD  
+115.34%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.8000 3.4000
1M High / 1M Low: 3.9100 3.2300
6M High / 6M Low: 3.9100 1.3100
High (YTD): 4/16/2021 3.9100
Low (YTD): 1/5/2021 1.7300
52W High: - -
52W Low: - -
Avg. price 1W:   3.5840
Avg. volume 1W:   0.0000
Avg. price 1M:   3.5686
Avg. volume 1M:   0.0000
Avg. price 6M:   2.6589
Avg. volume 6M:   0.0000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   82.78%
Volatility 6M:   78.06%
Volatility 1Y:   -
Volatility 3Y:   -