HSBC WAR. CALL 25 SIE/  DE000TT4WG31  /

gettex Zettex2
4/22/2021  7:50:02 PM Chg.+0.0600 Bid7:59:29 PM Ask7:59:29 PM Underlying Strike price Expiration date Option type
3.8200EUR +1.60% 3.7600
Bid Size: 50,000
3.8000
Ask Size: 50,000
SIEMENS AG NA O.N. 115.00 EUR 12/17/2025 Call

Master data

WKN: TT4WG3
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 115.00 EUR
Maturity: 12/17/2025
Issue date: 12/8/2020
Last trading day: 12/16/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.75
Leverage: Yes

Calculated values

Fair value: 2.62
Intrinsic value: 2.62
Implied volatility: 0.93
Historic volatility: 0.30
Parity: 2.62
Time value: 1.15
Break-even: 152.70
Moneyness: 1.23
Premium: 0.08
Premium p.a.: 0.02
Spread abs.: 0.04
Spread %: 1.06%
Delta: 0.42
Theta: 0.00
Omega: 1.57
Rho: 1.01
 

Quote data

Open: 3.7600
High: 3.8200
Low: 3.7600
Previous Close: 3.7600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.80%
1 Month  
+11.70%
3 Months  
+27.76%
YTD  
+93.91%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.0700 3.6800
1M High / 1M Low: 4.0700 3.3400
6M High / 6M Low: - -
High (YTD): 4/16/2021 4.0700
Low (YTD): 1/5/2021 1.9300
52W High: - -
52W Low: - -
Avg. price 1W:   3.8280
Avg. volume 1W:   0.0000
Avg. price 1M:   3.6600
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   54.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -