HSBC WAR. CALL 25 SIE/  DE000TT4WG31  /

gettex Zettex2
4/14/2021  6:20:01 PM Chg.-0.0600 Bid6:45:00 PM Ask6:45:00 PM Underlying Strike price Expiration date Option type
3.6000EUR -1.64% 3.5800
Bid Size: 25,000
3.6200
Ask Size: 25,000
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: 3.80
Leverage: Yes

Calculated values

Fair value: 2.44
Intrinsic value: 2.44
Implied volatility: 0.92
Historic volatility: 0.31
Parity: 2.44
Time value: 1.23
Break-even: 151.70
Moneyness: 1.21
Premium: 0.09
Premium p.a.: 0.02
Spread abs.: 0.04
Spread %: 1.09%
Delta: 0.42
Theta: 0.00
Omega: 1.58
Rho: 0.99
 

Quote data

Open: 3.6600
High: 3.6600
Low: 3.5600
Previous Close: 3.6600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.49%
1 Month  
+7.14%
3 Months  
+57.89%
YTD  
+82.74%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.7300 3.6600
1M High / 1M Low: 3.8300 3.3000
6M High / 6M Low: - -
High (YTD): 4/6/2021 3.8300
Low (YTD): 1/5/2021 1.9300
52W High: - -
52W Low: - -
Avg. price 1W:   3.7000
Avg. volume 1W:   0.0000
Avg. price 1M:   3.5730
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   51.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -