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HSBC Call 120 SIE 18.12.2024/  DE000TT4FFW9  /

EUWAX
7/29/2024  8:25:09 AM Chg.+0.15 Bid10:51:36 AM Ask10:51:36 AM Underlying Strike price Expiration date Option type
5.27EUR +2.93% 5.18
Bid Size: 50,000		 5.21
Ask Size: 50,000		 SIEMENS AG NA O.N. 120.00 EUR 12/18/2024 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: 12/18/2024
Issue date: 10/1/2020
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.21
Leverage: Yes

Calculated values

Fair value: 5.15
Intrinsic value: 4.98
Implied volatility: 0.42
Historic volatility: 0.24
Parity: 4.98
Time value: 0.31
Break-even: 172.90
Moneyness: 1.42
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.05
Spread %: 0.95%
Delta: 0.93
Theta: -0.03
Omega: 3.00
Rho: 0.41
 

Quote data

Open: 5.27
High: 5.27
Low: 5.27
Previous Close: 5.12
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.41%
1 Month
  -7.38%
3 Months
  -15.54%
YTD  
+1.93%
1 Year  
+22.84%
3 Years  
+115.10%
5 Years     -
10 Years     -
1W High / 1W Low: 5.61 5.12
1M High / 1M Low: 6.50 5.12
6M High / 6M Low: 7.16 4.83
High (YTD): 5/13/2024 7.16
Low (YTD): 1/17/2024 4.22
52W High: 5/13/2024 7.16
52W Low: 10/26/2023 1.55
Avg. price 1W:   5.39
Avg. volume 1W:   0.00
Avg. price 1M:   5.83
Avg. volume 1M:   0.00
Avg. price 6M:   5.86
Avg. volume 6M:   0.00
Avg. price 1Y:   4.58
Avg. volume 1Y:   0.00
Volatility 1M:   61.99%
Volatility 6M:   58.53%
Volatility 1Y:   74.15%
Volatility 3Y:   97.28%