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% |