HSBC WAR. CALL 24 SIE/  DE000TT4FFW9  /

gettex Zettex2
5/7/2021  7:50:00 PM Chg.+0.3200 Bid7:58:27 PM Ask7:58:27 PM Underlying Strike price Expiration date Option type
3.5000EUR +10.06% 3.4600
Bid Size: 25,000
3.5000
Ask Size: 25,000
SIEMENS AG NA O.N. 120.00 EUR 12/18/2024 Call

Master data

WKN: TT4FFW
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 120.00 EUR
Maturity: 12/18/2024
Issue date: 10/1/2020
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.11
Leverage: Yes

Calculated values

Fair value: 2.43
Intrinsic value: 2.43
Implied volatility: 0.90
Historic volatility: 0.29
Parity: 2.43
Time value: 1.08
Break-even: 155.10
Moneyness: 1.20
Premium: 0.07
Premium p.a.: 0.02
Spread abs.: 0.04
Spread %: 1.14%
Delta: 0.41
Theta: 0.00
Omega: 1.69
Rho: 0.88
 

Quote data

Open: 3.2300
High: 3.5400
Low: 3.2300
Previous Close: 3.1800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.82%
1 Month  
+7.36%
3 Months  
+33.59%
YTD  
+127.27%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.5000 2.9600
1M High / 1M Low: 3.5900 2.9600
6M High / 6M Low: 3.5900 1.1400
High (YTD): 4/16/2021 3.5900
Low (YTD): 1/5/2021 1.5100
52W High: - -
52W Low: - -
Avg. price 1W:   3.2120
Avg. volume 1W:   0.0000
Avg. price 1M:   3.2719
Avg. volume 1M:   0.0000
Avg. price 6M:   2.3423
Avg. volume 6M:   0.0000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.39%
Volatility 6M:   83.87%
Volatility 1Y:   -
Volatility 3Y:   -