HSBC WAR. CALL 12/25 VOW3
/ DE000TT4WJ79
HSBC WAR. CALL 12/25 VOW3/ DE000TT4WJ79 /
| 2024-05-17 9:36:41 PM |
Chg.-0.0100 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.8000EUR |
-0.55% |
1.7900
Bid Size: 17,220 |
1.8400
Ask Size: 17,220 |
VOLKSWAGEN AG VZO O.... |
111.8529 EUR |
2025-12-17 |
Call |
Master data
| WKN: |
TT4WJ7 |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
111.85 EUR |
| Maturity: |
2025-12-17 |
| Issue date: |
2020-12-08 |
| Last trading day: |
2025-12-16 |
| Ratio: |
8.61:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.43 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.21 |
| Parity: |
0.99 |
| Time value: |
0.85 |
| Break-even: |
127.69 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.05 |
| Spread %: |
2.79% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
6.80 |
| Rho: |
1.45 |
Quote data
| Open: |
1.8100 |
| High: |
1.8100 |
| Low: |
1.7900 |
| Previous Close: |
1.8100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
-10.89% |
| 3 Months |
|
|
-5.26% |
| YTD |
|
|
+16.88% |
| 1 Year |
|
|
-37.06% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.9600 |
1.7100 |
| 1M High / 1M Low: |
2.0700 |
1.5000 |
| 6M High / 6M Low: |
2.4700 |
1.1500 |
| High (YTD): |
2024-04-08 |
2.4700 |
| Low (YTD): |
2024-01-19 |
1.1500 |
| 52W High: |
2023-06-14 |
3.7000 |
| 52W Low: |
2023-10-30 |
1.0600 |
| Avg. price 1W: |
|
1.8360 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
1.7830 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
1.7550 |
| Avg. volume 6M: |
|
80.6452 |
| Avg. price 1Y: |
|
1.9758 |
| Avg. volume 1Y: |
|
39.2157 |
| Volatility 1M: |
|
108.79% |
| Volatility 6M: |
|
110.40% |
| Volatility 1Y: |
|
94.62% |
| Volatility 3Y: |
|
- |
