HSBC WAR. CALL 12/25 SIE/ DE000TT4WG72 /
| 2024-04-24 9:35:54 PM | Chg.-0.060 | Bid9:58:04 PM | Ask9:58:04 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.060EUR | -1.17% | 5.040 Bid Size: 20,000 |
5.080 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: | 3.40 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.12 |
|---|---|
| Intrinsic value: | 4.03 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.22 |
| Parity: | 4.03 |
| Time value: | 1.12 |
| Break-even: | 186.50 |
| Moneyness: | 1.30 |
| Premium: | 0.06 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.04 |
| Spread %: | 0.78% |
| Delta: | 0.90 |
| Theta: | -0.02 |
| Omega: | 3.05 |
| Rho: | 1.74 |
Quote data
| Open: | 5.130 |
|---|---|
| High: | 5.230 |
| Low: | 5.060 |
| Previous Close: | 5.120 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.78% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | +21.34% | ||
| YTD | +13.96% | ||
| 1 Year | +54.74% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 5.130 | 4.950 |
|---|---|---|
| 1M High / 1M Low: | 5.260 | 4.840 |
| 6M High / 6M Low: | 6.080 | 1.350 |
| 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: | 5.072 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.060 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.089 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 3.569 | |
| Avg. volume 1Y: | 1.328 | |
| Volatility 1M: | 42.07% | |
| Volatility 6M: | 70.65% | |
| Volatility 1Y: | 74.17% | |
| Volatility 3Y: | - |
