HSBC WAR. CALL 12/25 SIE/ DE000TT4WG56 /
| 2024-04-18 9:35:49 PM | Chg.+0.150 | Bid9:58:03 PM | Ask9:58:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.870EUR | +2.62% | 5.840 Bid Size: 20,000 |
5.880 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 125.00 EUR | 2025-12-17 | Call |
Master data
| WKN: | TT4WG5 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 125.00 EUR |
| Maturity: | 2025-12-17 |
| Issue date: | 2020-12-08 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.70 |
|---|---|
| Intrinsic value: | 4.77 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.22 |
| Parity: | 4.77 |
| Time value: | 0.96 |
| Break-even: | 182.30 |
| Moneyness: | 1.38 |
| Premium: | 0.06 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.04 |
| Spread %: | 0.70% |
| Delta: | 0.93 |
| Theta: | -0.02 |
| Omega: | 2.80 |
| Rho: | 1.71 |
Quote data
| Open: | 5.780 |
|---|---|
| High: | 6.020 |
| Low: | 5.780 |
| Previous Close: | 5.720 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +0.34% | ||
|---|---|---|---|
| 1 Month | -12.78% | ||
| 3 Months | +33.41% | ||
| YTD | +13.32% | ||
| 1 Year | +48.98% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 5.910 | 5.600 |
|---|---|---|
| 1M High / 1M Low: | 6.730 | 5.600 |
| 6M High / 6M Low: | 6.880 | 1.720 |
| High (YTD): | 2024-03-15 | 6.880 |
| Low (YTD): | 2024-01-17 | 4.230 |
| 52W High: | 2024-03-15 | 6.880 |
| 52W Low: | 2023-10-26 | 1.720 |
| Avg. price 1W: | 5.764 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.889 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.649 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 4.175 | |
| Avg. volume 1Y: | 3.906 | |
| Volatility 1M: | 65.02% | |
| Volatility 6M: | 65.22% | |
| Volatility 1Y: | 67.00% | |
| Volatility 3Y: | - |
