HSBC Call 120 SIE 18.12.2024
/ DE000TT4FFW9
HSBC Call 120 SIE 18.12.2024/ DE000TT4FFW9 /
| 7/26/2024 8:25:46 AM |
Chg.-0.16 |
Bid10:00:10 PM |
Ask10:00:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.12EUR |
-3.03% |
-
Bid Size: - |
-
Ask Size: - |
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: |
5.16 |
| Intrinsic value: |
4.98 |
| Implied volatility: |
0.41 |
| 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: |
0.94 |
| Theta: |
-0.03 |
| Omega: |
3.00 |
| Rho: |
0.42 |
Quote data
| Open: |
5.12 |
| High: |
5.12 |
| Low: |
5.12 |
| Previous Close: |
5.28 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.40% |
| 1 Month |
|
|
-10.02% |
| 3 Months |
|
|
-13.07% |
| YTD |
|
|
-0.97% |
| 1 Year |
|
|
+19.35% |
| 3 Years |
|
|
+108.98% |
| 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: |
|
5.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.57 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
61.30% |
| Volatility 6M: |
|
58.53% |
| Volatility 1Y: |
|
74.00% |
| Volatility 3Y: |
|
97.22% |
