HSBC WAR. CALL 25 SIE/  DE000TT4WG56  /

gettex Zettex2
4/23/2021  7:50:02 PM Chg.+0.0300 Bid7:59:11 PM Ask7:59:11 PM Underlying Strike price Expiration date Option type
3.3100EUR +0.91% 3.3000
Bid Size: 25,000
3.3400
Ask Size: 25,000
SIEMENS AG NA O.N. 125.00 EUR 12/17/2025 Call

Master data

WKN: TT4WG5
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 125.00 EUR
Maturity: 12/17/2025
Issue date: 12/8/2020
Last trading day: 12/16/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.34
Leverage: Yes

Calculated values

Fair value: 1.75
Intrinsic value: 1.75
Implied volatility: 0.89
Historic volatility: 0.30
Parity: 1.75
Time value: 1.53
Break-even: 157.80
Moneyness: 1.14
Premium: 0.11
Premium p.a.: 0.02
Spread abs.: 0.04
Spread %: 1.22%
Delta: 0.38
Theta: 0.00
Omega: 1.64
Rho: 0.98
 

Quote data

Open: 3.2400
High: 3.3100
Low: 3.2300
Previous Close: 3.2800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.43%
1 Month  
+12.97%
3 Months  
+34.01%
YTD  
+112.18%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.5000 3.1600
1M High / 1M Low: 3.5000 2.8400
6M High / 6M Low: - -
High (YTD): 4/16/2021 3.5000
Low (YTD): 1/5/2021 1.5300
52W High: - -
52W Low: - -
Avg. price 1W:   3.3100
Avg. volume 1W:   0.0000
Avg. price 1M:   3.1533
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   56.56%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -