HSBC WAR. CALL 12/25 SIE/ DE000TT4WG49 /
| 2024-04-24 9:36:57 PM | Chg.-0.080 | Bid9:59:32 PM | Ask9:59:32 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.240EUR | -1.27% | 6.220 Bid Size: 20,000 |
6.260 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 120.00 EUR | 2025-12-17 | Call |
Master data
| WKN: | TT4WG4 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 120.00 EUR |
| Maturity: | 2025-12-17 |
| Issue date: | 2020-12-08 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.77 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.37 |
|---|---|
| Intrinsic value: | 5.53 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.22 |
| Parity: | 5.53 |
| Time value: | 0.80 |
| Break-even: | 183.30 |
| Moneyness: | 1.46 |
| Premium: | 0.05 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.04 |
| Spread %: | 0.64% |
| Delta: | 0.97 |
| Theta: | -0.01 |
| Omega: | 2.68 |
| Rho: | 1.75 |
Quote data
| Open: | 6.320 |
|---|---|
| High: | 6.420 |
| Low: | 6.240 |
| Previous Close: | 6.320 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.64% | ||
|---|---|---|---|
| 1 Month | +0.16% | ||
| 3 Months | +18.18% | ||
| YTD | +12.03% | ||
| 1 Year | +49.64% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 6.320 | 6.120 |
|---|---|---|
| 1M High / 1M Low: | 6.460 | 6.000 |
| 6M High / 6M Low: | 7.290 | 1.950 |
| High (YTD): | 2024-03-15 | 7.290 |
| Low (YTD): | 2024-01-17 | 4.600 |
| 52W High: | 2024-03-15 | 7.290 |
| 52W Low: | 2023-10-26 | 1.950 |
| Avg. price 1W: | 6.252 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.238 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.163 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 4.556 | |
| Avg. volume 1Y: | .117 | |
| Volatility 1M: | 36.82% | |
| Volatility 6M: | 60.96% | |
| Volatility 1Y: | 63.62% | |
| Volatility 3Y: | - |
