HSBC WAR. CALL 24 SIE/  DE000TT4FFU3  /

gettex Zettex2
5/13/2021  12:20:00 PM Chg.-0.1000 Bid12:22:15 PM Ask12:22:15 PM Underlying Strike price Expiration date Option type
3.6200EUR -2.69% 3.6200
Bid Size: 50,000
3.6500
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: 3.75
Leverage: Yes

Calculated values

Fair value: 2.93
Intrinsic value: 2.93
Implied volatility: 0.91
Historic volatility: 0.29
Parity: 2.93
Time value: 0.78
Break-even: 147.10
Moneyness: 1.27
Premium: 0.06
Premium p.a.: 0.02
Spread abs.: 0.04
Spread %: 1.08%
Delta: 0.44
Theta: 0.00
Omega: 1.66
Rho: 0.88
 

Quote data

Open: 3.6200
High: 3.6200
Low: 3.5400
Previous Close: 3.7200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.49%
1 Month
  -4.74%
3 Months  
+8.06%
YTD  
+80.10%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.1300 3.7200
1M High / 1M Low: 4.2400 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:   3.8960
Avg. volume 1W:   0.0000
Avg. price 1M:   3.8859
Avg. volume 1M:   0.0000
Avg. price 6M:   2.9197
Avg. volume 6M:   0.0000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.34%
Volatility 6M:   74.06%
Volatility 1Y:   -
Volatility 3Y:   -