HSBC WAR. CALL 24 SIE/  DE000TT4FFZ2  /

gettex Zettex2
5/6/2021  7:50:00 PM Chg.+0.0100 Bid7:58:09 PM Ask7:58:09 PM Underlying Strike price Expiration date Option type
2.3900EUR +0.42% 2.3700
Bid Size: 25,000
2.4100
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: 5.81
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.50
Implied volatility: 0.83
Historic volatility: 0.29
Parity: 0.50
Time value: 1.91
Break-even: 159.10
Moneyness: 1.04
Premium: 0.14
Premium p.a.: 0.04
Spread abs.: 0.04
Spread %: 1.66%
Delta: 0.32
Theta: 0.00
Omega: 1.86
Rho: 0.75
 

Quote data

Open: 2.3800
High: 2.4400
Low: 2.3500
Previous Close: 2.3800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.70%
1 Month
  -3.63%
3 Months  
+17.73%
YTD  
+134.31%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.4500 2.2100
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:   2.3560
Avg. volume 1W:   0.0000
Avg. price 1M:   2.4614
Avg. volume 1M:   0.0000
Avg. price 6M:   1.6841
Avg. volume 6M:   0.0000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.18%
Volatility 6M:   92.99%
Volatility 1Y:   -
Volatility 3Y:   -