HSBC WAR. CALL 12/24 SIE/ DE000TT4FFW9 /
| 2024-05-10 9:37:26 PM | Chg.+0.380 | Bid9:58:34 PM | Ask9:58:34 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 7.170EUR | +5.60% | 7.140 Bid Size: 20,000 |
7.190 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: | 2.62 |
| Leverage: | Yes |
Calculated values
| Fair value: | 7.12 |
|---|---|
| Intrinsic value: | 6.84 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.22 |
| Parity: | 6.84 |
| Time value: | 0.35 |
| Break-even: | 191.90 |
| Moneyness: | 1.57 |
| Premium: | 0.02 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.05 |
| Spread %: | 0.70% |
| Delta: | 0.97 |
| Theta: | -0.02 |
| Omega: | 2.54 |
| Rho: | 0.67 |
Quote data
| Open: | 6.790 |
|---|---|
| High: | 7.170 |
| Low: | 6.790 |
| Previous Close: | 6.790 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +16.21% | ||
|---|---|---|---|
| 1 Month | +26.90% | ||
| 3 Months | +39.77% | ||
| YTD | +36.05% | ||
| 1 Year | +74.03% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 7.170 | 6.320 |
|---|---|---|
| 1M High / 1M Low: | 7.170 | 5.650 |
| 6M High / 6M Low: | 7.170 | 2.230 |
| High (YTD): | 2024-05-10 | 7.170 |
| Low (YTD): | 2024-01-17 | 4.230 |
| 52W High: | 2024-05-10 | 7.170 |
| 52W Low: | 2023-10-26 | 1.550 |
| Avg. price 1W: | 6.634 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.114 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.259 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 4.290 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 46.82% | |
| Volatility 6M: | 62.70% | |
| Volatility 1Y: | 73.26% | |
| Volatility 3Y: | - |
