HSBC WAR. CALL 12/25 SIE/ DE000TT4WG15 /
2024-05-14 7:36:25 PM | Chg.-0.230 | Bid8:17:41 PM | Ask8:17:41 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
8.520EUR | -2.63% | 8.490 Bid Size: 20,000 |
8.540 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 105.00 EUR | 2025-12-17 | Call |
Master data
WKN: | TT4WG1 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 105.00 EUR |
Maturity: | 2025-12-17 |
Issue date: | 2020-12-08 |
Last trading day: | 2025-12-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 2.14 |
Leverage: | Yes |
Calculated values
Fair value: | 8.94 |
---|---|
Intrinsic value: | 8.30 |
Implied volatility: | - |
Historic volatility: | 0.22 |
Parity: | 8.30 |
Time value: | 0.47 |
Break-even: | 192.70 |
Moneyness: | 1.79 |
Premium: | 0.03 |
Premium p.a.: | 0.02 |
Spread abs.: | 0.05 |
Spread %: | 0.57% |
Delta: | - |
Theta: | - |
Omega: | - |
Rho: | - |
Quote data
Open: | 8.730 |
---|---|
High: | 8.730 |
Low: | 8.520 |
Previous Close: | 8.750 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +6.90% | ||
---|---|---|---|
1 Month | +17.36% | ||
3 Months | +28.51% | ||
YTD | +25.66% | ||
1 Year | +57.20% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 8.780 | 7.970 |
---|---|---|
1M High / 1M Low: | 8.780 | 7.380 |
6M High / 6M Low: | 8.780 | 3.920 |
High (YTD): | 2024-05-10 | 8.780 |
Low (YTD): | 2024-01-17 | 5.770 |
52W High: | 2024-05-10 | 8.780 |
52W Low: | 2023-10-26 | 2.770 |
Avg. price 1W: | 8.400 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 7.801 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 6.859 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 5.787 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 35.13% | |
Volatility 6M: | 45.52% | |
Volatility 1Y: | 54.38% | |
Volatility 3Y: | - |