HSBC WAR. CALL 24 SIE/  DE000TT4FFZ2  /

gettex Zettex2
5/14/2021  7:50:03 PM Chg.+0.2200 Bid7:59:44 PM Ask7:59:44 PM Underlying Strike price Expiration date Option type
2.6600EUR +9.02% 2.6600
Bid Size: 25,000
2.7000
Ask Size: 25,000
SIEMENS AG NA O.N. 135.00 EUR 12/18/2024 Call

Master data

WKN: TT4FFZ
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 135.00 EUR
Maturity: 12/18/2024
Issue date: 10/1/2020
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.29
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.95
Implied volatility: 0.84
Historic volatility: 0.29
Parity: 0.95
Time value: 1.78
Break-even: 162.30
Moneyness: 1.07
Premium: 0.12
Premium p.a.: 0.03
Spread abs.: 0.04
Spread %: 1.47%
Delta: 0.34
Theta: 0.00
Omega: 1.82
Rho: 0.81
 

Quote data

Open: 2.5400
High: 2.6600
Low: 2.5100
Previous Close: 2.4400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -2.92%
3 Months  
+41.49%
YTD  
+160.78%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.6600 2.3300
1M High / 1M Low: 2.7400 2.2100
6M High / 6M Low: 2.7400 0.7400
High (YTD): 4/16/2021 2.7400
Low (YTD): 1/5/2021 1.0000
52W High: - -
52W Low: - -
Avg. price 1W:   2.4780
Avg. volume 1W:   0.0000
Avg. price 1M:   2.4838
Avg. volume 1M:   0.0000
Avg. price 6M:   1.7506
Avg. volume 6M:   0.0000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.26%
Volatility 6M:   90.54%
Volatility 1Y:   -
Volatility 3Y:   -