HSBC WAR. CALL 12/24 SIE/ DE000TT4FFW9 /
2024-04-19 9:36:01 PM | Chg.-0.180 | Bid9:59:23 PM | Ask9:59:23 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.760EUR | -3.03% | 5.720 Bid Size: 20,000 |
5.770 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 120.00 EUR | 2024-12-18 | 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: | 2024-12-18 |
Issue date: | 2020-10-01 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 2.95 |
Leverage: | Yes |
Calculated values
Fair value: | 5.86 |
---|---|
Intrinsic value: | 5.55 |
Implied volatility: | 0.32 |
Historic volatility: | 0.22 |
Parity: | 5.55 |
Time value: | 0.40 |
Break-even: | 179.50 |
Moneyness: | 1.46 |
Premium: | 0.02 |
Premium p.a.: | 0.03 |
Spread abs.: | 0.05 |
Spread %: | 0.85% |
Delta: | 0.95 |
Theta: | -0.02 |
Omega: | 2.81 |
Rho: | 0.72 |
Quote data
Open: | 5.790 |
---|---|
High: | 5.790 |
Low: | 5.730 |
Previous Close: | 5.940 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +1.95% | ||
---|---|---|---|
1 Month | -6.80% | ||
3 Months | +28.86% | ||
YTD | +9.30% | ||
1 Year | +50.00% | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 5.980 | 5.760 |
---|---|---|
1M High / 1M Low: | 6.180 | 5.650 |
6M High / 6M Low: | 7.000 | 1.550 |
High (YTD): | 2024-03-15 | 7.000 |
Low (YTD): | 2024-01-17 | 4.230 |
52W High: | 2024-03-15 | 7.000 |
52W Low: | 2023-10-26 | 1.550 |
Avg. price 1W: | 5.852 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 5.923 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 4.723 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 4.164 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 40.70% | |
Volatility 6M: | 71.46% | |
Volatility 1Y: | 72.86% | |
Volatility 3Y: | - |