HSBC WAR. CALL 25 SIE/  DE000TT4WG23  /

gettex Zettex2
5/14/2021  3:50:03 PM Chg.+0.1900 Bid4:07:28 PM Ask4:07:28 PM Underlying Strike price Expiration date Option type
4.1500EUR +4.80% 4.1600
Bid Size: 50,000
4.1900
Ask Size: 50,000
SIEMENS AG NA O.N. 110.00 EUR 12/17/2025 Call

Master data

WKN: TT4WG2
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 110.00 EUR
Maturity: 12/17/2025
Issue date: 12/8/2020
Last trading day: 12/16/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.51
Leverage: Yes

Calculated values

Fair value: 3.03
Intrinsic value: 3.03
Implied volatility: 0.93
Historic volatility: 0.29
Parity: 3.03
Time value: 0.97
Break-even: 150.00
Moneyness: 1.28
Premium: 0.07
Premium p.a.: 0.01
Spread abs.: 0.04
Spread %: 1.00%
Delta: 0.44
Theta: 0.00
Omega: 1.55
Rho: 1.02
 

Quote data

Open: 4.0900
High: 4.1500
Low: 4.0500
Previous Close: 3.9600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.04%
1 Month  
+6.96%
3 Months  
+19.25%
YTD  
+87.78%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.2800 3.8700
1M High / 1M Low: 4.3800 3.6900
6M High / 6M Low: - -
High (YTD): 4/16/2021 4.3800
Low (YTD): 1/5/2021 2.1700
52W High: - -
52W Low: - -
Avg. price 1W:   4.0500
Avg. volume 1W:   0.0000
Avg. price 1M:   4.0345
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -