HSBC WAR. CALL 24 SIE/  DE000TT4FFT5  /

gettex Zettex2
5/17/2021  7:50:01 PM Chg.-0.1900 Bid7:59:54 PM Ask7:59:54 PM Underlying Strike price Expiration date Option type
4.2900EUR -4.24% 4.2700
Bid Size: 25,000
4.3100
Ask Size: 25,000
SIEMENS AG NA O.N. 105.00 EUR 12/18/2024 Call

Master data

WKN: TT4FFT
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 105.00 EUR
Maturity: 12/18/2024
Issue date: 10/1/2020
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.18
Leverage: Yes

Calculated values

Fair value: 3.95
Intrinsic value: 3.95
Implied volatility: 0.96
Historic volatility: 0.28
Parity: 3.95
Time value: 0.60
Break-even: 150.50
Moneyness: 1.38
Premium: 0.04
Premium p.a.: 0.01
Spread abs.: 0.04
Spread %: 0.88%
Delta: 0.49
Theta: 0.00
Omega: 1.57
Rho: 0.93
 

Quote data

Open: 4.4500
High: 4.4500
Low: 4.2900
Previous Close: 4.4800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.16%
1 Month
  -6.74%
3 Months  
+24.71%
YTD  
+88.16%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.4800 4.0500
1M High / 1M Low: 4.4800 3.8600
6M High / 6M Low: 4.6000 1.7400
High (YTD): 4/16/2021 4.6000
Low (YTD): 1/5/2021 2.2300
52W High: - -
52W Low: - -
Avg. price 1W:   4.2460
Avg. volume 1W:   0.0000
Avg. price 1M:   4.2330
Avg. volume 1M:   0.0000
Avg. price 6M:   3.2567
Avg. volume 6M:   0.0000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   72.99%
Volatility 6M:   71.14%
Volatility 1Y:   -
Volatility 3Y:   -