HSBC WAR. CALL 24 SIE/  DE000TT4FFV1  /

gettex Zettex2
6/21/2021  2:50:01 PM Chg.+0.1200 Bid2:57:30 PM Ask2:57:30 PM Underlying Strike price Expiration date Option type
3.1600EUR +3.95% 3.1600
Bid Size: 50,000
3.1900
Ask Size: 50,000
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: 4.37
Leverage: Yes

Calculated values

Fair value: 1.87
Intrinsic value: 1.87
Implied volatility: 0.88
Historic volatility: 0.28
Parity: 1.87
Time value: 1.19
Break-even: 145.60
Moneyness: 1.16
Premium: 0.09
Premium p.a.: 0.02
Spread abs.: 0.04
Spread %: 1.31%
Delta: 0.40
Theta: 0.00
Omega: 1.74
Rho: 0.79
 

Quote data

Open: 3.0200
High: 3.1600
Low: 3.0200
Previous Close: 3.0400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -1.25%
3 Months
  -7.87%
YTD  
+79.55%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.3600 3.0400
1M High / 1M Low: 3.3600 2.9500
6M High / 6M Low: 3.9100 1.5300
High (YTD): 4/16/2021 3.9100
Low (YTD): 1/5/2021 1.7300
52W High: - -
52W Low: - -
Avg. price 1W:   3.2200
Avg. volume 1W:   0.0000
Avg. price 1M:   3.1620
Avg. volume 1M:   0.0000
Avg. price 6M:   3.0121
Avg. volume 6M:   0.0000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   55.06%
Volatility 6M:   78.82%
Volatility 1Y:   -
Volatility 3Y:   -