HSBC WAR. CALL 24 SIE/  DE000TT4FG08  /

gettex Zettex2
5/11/2021  9:00:20 AM Chg.-0.0800 Bid9:11:24 AM Ask9:11:24 AM Underlying Strike price Expiration date Option type
2.2700EUR -3.40% 2.2000
Bid Size: 50,000
2.2300
Ask Size: 50,000
SIEMENS AG NA O.N. 140.00 EUR 12/18/2024 Call

Master data

WKN: TT4FG0
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 140.00 EUR
Maturity: 12/18/2024
Issue date: 10/1/2020
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.12
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.38
Implied volatility: 0.82
Historic volatility: 0.29
Parity: 0.38
Time value: 1.97
Break-even: 163.50
Moneyness: 1.03
Premium: 0.14
Premium p.a.: 0.04
Spread abs.: 0.04
Spread %: 1.70%
Delta: 0.31
Theta: 0.00
Omega: 1.89
Rho: 0.76
 

Quote data

Open: 2.2700
High: 2.2700
Low: 2.2700
Previous Close: 2.3500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.65%
1 Month  
+2.25%
3 Months  
+26.82%
YTD  
+157.95%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.4000 1.9800
1M High / 1M Low: 2.4800 1.9800
6M High / 6M Low: 2.4800 0.6400
High (YTD): 4/16/2021 2.4800
Low (YTD): 1/5/2021 0.8700
52W High: - -
52W Low: - -
Avg. price 1W:   2.2020
Avg. volume 1W:   0.0000
Avg. price 1M:   2.2300
Avg. volume 1M:   0.0000
Avg. price 6M:   1.5320
Avg. volume 6M:   0.0000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.78%
Volatility 6M:   96.90%
Volatility 1Y:   -
Volatility 3Y:   -