HSBC WAR. CALL 12/24 SIE/ DE000TT4FG32 /
| 2024-04-19 6:35:59 PM | Chg.-0.1400 | Bid7:03:17 PM | Ask7:03:17 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.8100EUR | -4.75% | 2.8200 Bid Size: 20,000 |
2.8600 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 155.00 EUR | 2024-12-18 | Call |
Master data
| WKN: | TT4FG3 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 155.00 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2020-10-01 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.93 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.77 |
|---|---|
| Intrinsic value: | 2.05 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.22 |
| Parity: | 2.05 |
| Time value: | 0.91 |
| Break-even: | 184.60 |
| Moneyness: | 1.13 |
| Premium: | 0.05 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.04 |
| Spread %: | 1.37% |
| Delta: | 0.79 |
| Theta: | -0.03 |
| Omega: | 4.67 |
| Rho: | 0.72 |
Quote data
| Open: | 2.8100 |
|---|---|
| High: | 2.8300 |
| Low: | 2.7800 |
| Previous Close: | 2.9500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.31% | ||
|---|---|---|---|
| 1 Month | -2.43% | ||
| 3 Months | +47.12% | ||
| YTD | +10.20% | ||
| 1 Year | +55.25% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 2.9900 | 2.7200 |
|---|---|---|
| 1M High / 1M Low: | 3.1600 | 2.7200 |
| 6M High / 6M Low: | 3.9000 | 0.4000 |
| High (YTD): | 2024-03-15 | 3.9000 |
| Low (YTD): | 2024-01-17 | 1.7600 |
| 52W High: | 2024-03-15 | 3.9000 |
| 52W Low: | 2023-10-26 | 0.4000 |
| Avg. price 1W: | 2.8600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.9338 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.1581 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.8687 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 74.83% | |
| Volatility 6M: | 113.03% | |
| Volatility 1Y: | 110.71% | |
| Volatility 3Y: | - |
