HSBC WAR. CALL 12/24 SIE/ DE000TT4FFZ2 /
| 2024-05-10 9:35:31 PM | Chg.+0.380 | Bid9:59:31 PM | Ask9:59:31 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.770EUR | +7.05% | 5.740 Bid Size: 20,000 |
5.790 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 135.00 EUR | 2024-12-18 | 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: | 2024-12-18 |
| Issue date: | 2020-10-01 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.25 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.67 |
|---|---|
| Intrinsic value: | 5.34 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.22 |
| Parity: | 5.34 |
| Time value: | 0.45 |
| Break-even: | 192.90 |
| Moneyness: | 1.40 |
| Premium: | 0.02 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.05 |
| Spread %: | 0.87% |
| Delta: | 0.94 |
| Theta: | -0.03 |
| Omega: | 3.06 |
| Rho: | 0.72 |
Quote data
| Open: | 5.390 |
|---|---|
| High: | 5.770 |
| Low: | 5.390 |
| Previous Close: | 5.390 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +20.21% | ||
|---|---|---|---|
| 1 Month | +26.54% | ||
| 3 Months | +47.95% | ||
| YTD | +44.25% | ||
| 1 Year | +90.43% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.770 | 4.940 |
|---|---|---|
| 1M High / 1M Low: | 5.770 | 4.310 |
| 6M High / 6M Low: | 5.770 | 1.350 |
| High (YTD): | 2024-05-10 | 5.770 |
| Low (YTD): | 2024-01-17 | 3.040 |
| 52W High: | 2024-05-10 | 5.770 |
| 52W Low: | 2023-10-26 | 0.880 |
| Avg. price 1W: | 5.238 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.738 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 3.979 | |
| Avg. volume 6M: | 29.048 | |
| Avg. price 1Y: | 3.167 | |
| Avg. volume 1Y: | 34.777 | |
| Volatility 1M: | 62.51% | |
| Volatility 6M: | 79.45% | |
| Volatility 1Y: | 90.27% | |
| Volatility 3Y: | - |
