HSBC Call 120 SIE 18.12.2024
/ DE000TT4FFW9
HSBC Call 120 SIE 18.12.2024/ DE000TT4FFW9 /
| 02/09/2024 08:25:06 |
Chg.+0.02 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.18EUR |
+0.39% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS AG NA O.N. |
120.00 EUR |
18/12/2024 |
Call |
Master data
| WKN: |
TT4FFW |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 EUR |
| Maturity: |
18/12/2024 |
| Issue date: |
01/10/2020 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.12 |
| Intrinsic value: |
4.99 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.23 |
| Parity: |
4.99 |
| Time value: |
0.27 |
| Break-even: |
172.60 |
| Moneyness: |
1.42 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.05 |
| Spread %: |
0.96% |
| Delta: |
0.93 |
| Theta: |
-0.04 |
| Omega: |
3.02 |
| Rho: |
0.31 |
Quote data
| Open: |
5.18 |
| High: |
5.18 |
| Low: |
5.18 |
| Previous Close: |
5.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.58% |
| 1 Month |
|
|
+14.10% |
| 3 Months |
|
|
-12.50% |
| YTD |
|
|
+0.19% |
| 1 Year |
|
|
+86.33% |
| 3 Years |
|
|
+78.62% |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.16 |
4.86 |
| 1M High / 1M Low: |
5.16 |
3.69 |
| 6M High / 6M Low: |
7.16 |
3.69 |
| High (YTD): |
13/05/2024 |
7.16 |
| Low (YTD): |
05/08/2024 |
3.69 |
| 52W High: |
13/05/2024 |
7.16 |
| 52W Low: |
26/10/2023 |
1.55 |
| Avg. price 1W: |
|
4.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.72 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
96.70% |
| Volatility 6M: |
|
68.72% |
| Volatility 1Y: |
|
74.69% |
| Volatility 3Y: |
|
98.00% |
