HSBC WAR. CALL 24 SIE/  DE000TT4FFX7  /

gettex Zettex2
5/14/2021  7:50:01 PM Chg.+0.2500 Bid7:58:37 PM Ask7:58:37 PM Underlying Strike price Expiration date Option type
3.1900EUR +8.50% 3.1800
Bid Size: 25,000
3.2200
Ask Size: 25,000
SIEMENS AG NA O.N. 125.00 EUR 12/18/2024 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: 12/18/2024
Issue date: 10/1/2020
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.43
Leverage: Yes

Calculated values

Fair value: 1.95
Intrinsic value: 1.95
Implied volatility: 0.88
Historic volatility: 0.29
Parity: 1.95
Time value: 1.31
Break-even: 157.60
Moneyness: 1.16
Premium: 0.09
Premium p.a.: 0.02
Spread abs.: 0.04
Spread %: 1.23%
Delta: 0.39
Theta: 0.00
Omega: 1.73
Rho: 0.86
 

Quote data

Open: 3.0500
High: 3.1900
Low: 3.0200
Previous Close: 2.9400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+8.87%
3 Months  
+33.47%
YTD  
+141.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.1900 2.8200
1M High / 1M Low: 3.2800 2.6800
6M High / 6M Low: 3.2800 0.9800
High (YTD): 4/16/2021 3.2800
Low (YTD): 1/5/2021 1.3000
52W High: - -
52W Low: - -
Avg. price 1W:   2.9880
Avg. volume 1W:   0.0000
Avg. price 1M:   2.9895
Avg. volume 1M:   0.0000
Avg. price 6M:   2.1558
Avg. volume 6M:   0.0000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.91%
Volatility 6M:   84.65%
Volatility 1Y:   -
Volatility 3Y:   -