HSBC WAR. CALL 12/24 SIE/ DE000TT4FFU3 /
| 2024-06-05 9:36:36 PM | Chg.+0.370 | Bid9:59:31 PM | Ask9:59:31 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 7.150EUR | +5.46% | 7.160 Bid Size: 20,000 |
7.210 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 110.00 EUR | 2024-12-18 | 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: | 2024-12-18 |
| Issue date: | 2020-10-01 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.54 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.65 |
|---|---|
| Intrinsic value: | 6.43 |
| Implied volatility: | 0.49 |
| Historic volatility: | 0.23 |
| Parity: | 6.43 |
| Time value: | 0.42 |
| Break-even: | 178.50 |
| Moneyness: | 1.58 |
| Premium: | 0.02 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.05 |
| Spread %: | 0.74% |
| Delta: | 0.94 |
| Theta: | -0.03 |
| Omega: | 2.38 |
| Rho: | 0.51 |
Quote data
| Open: | 6.840 |
|---|---|
| High: | 7.150 |
| Low: | 6.840 |
| Previous Close: | 6.780 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.77% | ||
|---|---|---|---|
| 1 Month | +0.28% | ||
| 3 Months | -1.24% | ||
| YTD | +16.26% | ||
| 1 Year | +27.91% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 7.050 | 6.780 |
|---|---|---|
| 1M High / 1M Low: | 8.130 | 6.630 |
| 6M High / 6M Low: | 8.130 | 5.090 |
| High (YTD): | 2024-05-10 | 8.130 |
| Low (YTD): | 2024-01-17 | 5.090 |
| 52W High: | 2024-05-10 | 8.130 |
| 52W Low: | 2023-10-26 | 2.130 |
| Avg. price 1W: | 6.908 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 7.190 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.529 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 5.225 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 63.17% | |
| Volatility 6M: | 49.44% | |
| Volatility 1Y: | 63.62% | |
| Volatility 3Y: | - |
