HSBC WAR. CALL 12/25 SIE/ DE000TT4WG31 /
| 2024-04-25 4:36:49 PM | Chg.-0.140 | Bid5:01:25 PM | Ask5:01:25 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.520EUR | -2.10% | 6.550 Bid Size: 50,000 |
6.580 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 115.00 EUR | 2025-12-17 | 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: | 2025-12-17 |
| Issue date: | 2020-12-08 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.61 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.73 |
|---|---|
| Intrinsic value: | 5.96 |
| Implied volatility: | 0.17 |
| Historic volatility: | 0.22 |
| Parity: | 5.96 |
| Time value: | 0.72 |
| Break-even: | 181.80 |
| Moneyness: | 1.52 |
| Premium: | 0.04 |
| Premium p.a.: | 0.02 |
| Spread abs.: | 0.05 |
| Spread %: | 0.75% |
| Delta: | 0.99 |
| Theta: | -0.01 |
| Omega: | 2.59 |
| Rho: | 1.74 |
Quote data
| Open: | 6.650 |
|---|---|
| High: | 6.670 |
| Low: | 6.470 |
| Previous Close: | 6.660 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.54% | ||
|---|---|---|---|
| 1 Month | -1.95% | ||
| 3 Months | +14.79% | ||
| YTD | +9.21% | ||
| 1 Year | +45.21% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 6.720 | 6.530 |
|---|---|---|
| 1M High / 1M Low: | 6.870 | 6.410 |
| 6M High / 6M Low: | 7.720 | 2.200 |
| High (YTD): | 2024-03-15 | 7.720 |
| Low (YTD): | 2024-01-17 | 4.970 |
| 52W High: | 2024-03-15 | 7.720 |
| 52W Low: | 2023-10-26 | 2.200 |
| Avg. price 1W: | 6.662 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.652 | |
| Avg. volume 1M: | 4.762 | |
| Avg. price 6M: | 5.544 | |
| Avg. volume 6M: | .794 | |
| Avg. price 1Y: | 4.911 | |
| Avg. volume 1Y: | .391 | |
| Volatility 1M: | 34.39% | |
| Volatility 6M: | 58.09% | |
| Volatility 1Y: | 60.45% | |
| Volatility 3Y: | - |
