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HSBC WAR. CALL 12/25 VOW3/  DE000TT4WJ79  /

gettex Zettex2
2024-05-07  8:01:00 AM Chg.0.0000 Bid8:37:59 AM Ask8:37:59 AM Underlying Strike price Expiration date Option type
1.6300EUR 0.00% 1.6100
Bid Size: 17,220		 1.6600
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: 8.14
Leverage: Yes

Calculated values

Fair value: 2.22
Intrinsic value: 0.59
Implied volatility: 0.12
Historic volatility: 0.22
Parity: 0.59
Time value: 1.08
Break-even: 126.22
Moneyness: 1.05
Premium: 0.08
Premium p.a.: 0.05
Spread abs.: 0.05
Spread %: 3.09%
Delta: 0.78
Theta: -0.01
Omega: 6.33
Rho: 1.24
 

Quote data

Open: 1.6300
High: 1.6300
Low: 1.6300
Previous Close: 1.6300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.16%
1 Month
  -32.92%
3 Months
  -9.94%
YTD  
+5.84%
1 Year
  -44.75%
3 Years     -
5 Years     -
1W High / 1W Low: 1.6300 1.5000
1M High / 1M Low: 2.4700 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:   1.5600
Avg. volume 1W:   0.0000
Avg. price 1M:   1.9940
Avg. volume 1M:   100
Avg. price 6M:   1.7253
Avg. volume 6M:   80.6452
Avg. price 1Y:   2.0123
Avg. volume 1Y:   39.2157
Volatility 1M:   92.34%
Volatility 6M:   109.91%
Volatility 1Y:   93.99%
Volatility 3Y:   -