HSBC WAR. CALL 25 SIE/  DE000TT4WG15  /

gettex Zettex2
4/12/2021  5:20:04 PM Chg.-0.0500 Bid5:22:04 PM Ask5:22:04 PM Underlying Strike price Expiration date Option type
4.2700EUR -1.16% 4.2400
Bid Size: 50,000
4.2700
Ask Size: 50,000
SIEMENS AG NA O.N. 105.00 EUR 12/17/2025 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: 12/17/2025
Issue date: 12/8/2020
Last trading day: 12/16/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.21
Leverage: Yes

Calculated values

Fair value: 3.54
Intrinsic value: 3.54
Implied volatility: 0.96
Historic volatility: 0.31
Parity: 3.54
Time value: 0.83
Break-even: 148.70
Moneyness: 1.34
Premium: 0.06
Premium p.a.: 0.01
Spread abs.: 0.04
Spread %: 0.92%
Delta: 0.47
Theta: 0.00
Omega: 1.51
Rho: 1.04
 

Quote data

Open: 4.3200
High: 4.3200
Low: 4.2700
Previous Close: 4.3200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.06%
1 Month  
+8.65%
3 Months  
+44.75%
YTD  
+72.87%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.4300 4.3200
1M High / 1M Low: 4.4300 3.8700
6M High / 6M Low: - -
High (YTD): 4/6/2021 4.4300
Low (YTD): 1/5/2021 2.4300
52W High: - -
52W Low: - -
Avg. price 1W:   4.3525
Avg. volume 1W:   0.0000
Avg. price 1M:   4.1416
Avg. volume 1M:   26.3158
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   48.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -