HSBC WAR. CALL 12/24 SIE/ DE000TT4FFX7 /
| 2024-04-16 4:35:49 PM | Chg.-0.180 | Bid5:22:13 PM | Ask5:22:13 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.350EUR | -3.25% | 5.310 Bid Size: 20,000 |
5.360 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 125.00 EUR | 2024-12-18 | Call |
Master data
| WKN: | TT4FFX |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 125.00 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2020-10-01 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.19 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.43 |
|---|---|
| Intrinsic value: | 5.09 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.22 |
| Parity: | 5.09 |
| Time value: | 0.43 |
| Break-even: | 180.20 |
| Moneyness: | 1.41 |
| Premium: | 0.02 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.05 |
| Spread %: | 0.91% |
| Delta: | 0.95 |
| Theta: | -0.02 |
| Omega: | 3.01 |
| Rho: | 0.75 |
Quote data
| Open: | 5.490 |
|---|---|
| High: | 5.490 |
| Low: | 5.280 |
| Previous Close: | 5.530 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.56% | ||
|---|---|---|---|
| 1 Month | -18.32% | ||
| 3 Months | +33.42% | ||
| YTD | +10.54% | ||
| 1 Year | +53.74% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 5.530 | 5.210 |
|---|---|---|
| 1M High / 1M Low: | 6.390 | 5.210 |
| 6M High / 6M Low: | 6.550 | 1.300 |
| High (YTD): | 2024-03-15 | 6.550 |
| Low (YTD): | 2024-01-17 | 3.820 |
| 52W High: | 2024-03-15 | 6.550 |
| 52W Low: | 2023-10-26 | 1.300 |
| Avg. price 1W: | 5.408 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.541 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.205 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 3.754 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 73.30% | |
| Volatility 6M: | 79.08% | |
| Volatility 1Y: | 77.98% | |
| Volatility 3Y: | - |
