HSBC WAR. CALL 12/25 SIE/ DE000TT4WG72 /
2024-05-07 5:35:59 PM | Chg.+0.030 | Bid6:26:04 PM | Ask6:26:04 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.450EUR | +0.55% | 5.440 Bid Size: 20,000 |
5.480 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 135.00 EUR | 2025-12-17 | Call |
Master data
WKN: | TT4WG7 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 135.00 EUR |
Maturity: | 2025-12-17 |
Issue date: | 2020-12-08 |
Last trading day: | 2025-12-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 3.28 |
Leverage: | Yes |
Calculated values
Fair value: | 5.47 |
---|---|
Intrinsic value: | 4.44 |
Implied volatility: | 0.22 |
Historic volatility: | 0.22 |
Parity: | 4.44 |
Time value: | 1.02 |
Break-even: | 189.60 |
Moneyness: | 1.33 |
Premium: | 0.06 |
Premium p.a.: | 0.04 |
Spread abs.: | 0.04 |
Spread %: | 0.74% |
Delta: | 0.92 |
Theta: | -0.02 |
Omega: | 3.02 |
Rho: | 1.78 |
Quote data
Open: | 5.420 |
---|---|
High: | 5.450 |
Low: | 4.980 |
Previous Close: | 5.420 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +5.01% | ||
---|---|---|---|
1 Month | +11.45% | ||
3 Months | +27.63% | ||
YTD | +22.75% | ||
1 Year | +56.16% | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 5.420 | 5.100 |
---|---|---|
1M High / 1M Low: | 5.420 | 4.840 |
6M High / 6M Low: | 6.080 | 1.640 |
High (YTD): | 2024-03-15 | 6.080 |
Low (YTD): | 2024-01-17 | 3.550 |
52W High: | 2024-03-15 | 6.080 |
52W Low: | 2023-10-26 | 1.350 |
Avg. price 1W: | 5.245 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 5.100 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 4.338 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 3.621 | |
Avg. volume 1Y: | 1.333 | |
Volatility 1M: | 46.64% | |
Volatility 6M: | 65.33% | |
Volatility 1Y: | 74.20% | |
Volatility 3Y: | - |