HSBC WAR. CALL 24 SIE/  DE000TT4FFU3  /

gettex Zettex2
5/18/2021  4:20:04 PM Chg.-0.1700 Bid4:43:05 PM Ask4:43:05 PM Underlying Strike price Expiration date Option type
3.7900EUR -4.29% 3.7500
Bid Size: 50,000
3.7800
Ask Size: 50,000
SIEMENS AG NA O.N. 110.00 EUR 12/18/2024 Call

Master data

WKN: TT4FFU
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 110.00 EUR
Maturity: 12/18/2024
Issue date: 10/1/2020
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.52
Leverage: Yes

Calculated values

Fair value: 3.14
Intrinsic value: 3.14
Implied volatility: 0.94
Historic volatility: 0.28
Parity: 3.14
Time value: 0.88
Break-even: 150.20
Moneyness: 1.29
Premium: 0.06
Premium p.a.: 0.02
Spread abs.: 0.04
Spread %: 1.00%
Delta: 0.46
Theta: 0.00
Omega: 1.62
Rho: 0.89
 

Quote data

Open: 3.9900
High: 3.9900
Low: 3.7900
Previous Close: 3.9600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.80%
1 Month
  -10.61%
3 Months  
+23.86%
YTD  
+88.56%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.1300 3.7200
1M High / 1M Low: 4.1300 3.5400
6M High / 6M Low: 4.2400 1.5100
High (YTD): 4/16/2021 4.2400
Low (YTD): 1/5/2021 1.9700
52W High: - -
52W Low: - -
Avg. price 1W:   3.8800
Avg. volume 1W:   0.0000
Avg. price 1M:   3.8957
Avg. volume 1M:   0.0000
Avg. price 6M:   2.9750
Avg. volume 6M:   0.0000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   75.17%
Volatility 6M:   74.37%
Volatility 1Y:   -
Volatility 3Y:   -