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HSBC WAR. CALL 12/25 VOW3/  DE000TT4WJ87  /

gettex Zettex2
2024-04-25  9:37:08 PM Chg.-0.1000 Bid9:58:29 PM Ask9:58:29 PM Underlying Strike price Expiration date Option type
1.5900EUR -5.92% 1.5900
Bid Size: 17,220		 1.6400
Ask Size: 17,220		 VOLKSWAGEN AG VZO O.... 116.155 EUR 2025-12-17 Call
 

Master data

WKN: TT4WJ8
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: VOLKSWAGEN AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 116.16 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: 8.16
Leverage: Yes

Calculated values

Fair value: 2.18
Intrinsic value: 0.46
Implied volatility: 0.14
Historic volatility: 0.21
Parity: 0.46
Time value: 1.25
Break-even: 130.87
Moneyness: 1.03
Premium: 0.09
Premium p.a.: 0.05
Spread abs.: 0.05
Spread %: 3.01%
Delta: 0.74
Theta: -0.01
Omega: 6.02
Rho: 1.22
 

Quote data

Open: 1.6900
High: 1.6900
Low: 1.5500
Previous Close: 1.6900
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.59%
1 Month
  -1.24%
3 Months  
+18.66%
YTD  
+18.66%
1 Year
  -28.70%
3 Years     -
5 Years     -
1W High / 1W Low: 1.8400 1.6900
1M High / 1M Low: 2.1900 1.6100
6M High / 6M Low: 2.1900 0.9300
High (YTD): 2024-04-08 2.1900
Low (YTD): 2024-01-19 0.9800
52W High: 2023-06-14 3.4000
52W Low: 2023-10-30 0.9300
Avg. price 1W:   1.7840
Avg. volume 1W:   0.0000
Avg. price 1M:   1.8995
Avg. volume 1M:   0.0000
Avg. price 6M:   1.4706
Avg. volume 6M:   31.7460
Avg. price 1Y:   1.8150
Avg. volume 1Y:   36.0078
Volatility 1M:   72.13%
Volatility 6M:   112.97%
Volatility 1Y:   95.50%
Volatility 3Y:   -