HSBC Call 120 SIE 18.12.2024
/ DE000TT4FFW9
HSBC Call 120 SIE 18.12.2024/ DE000TT4FFW9 /
| 08/11/2024 09:38:15 |
Chg.+0.16 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.77EUR |
+2.42% |
-
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: |
2.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.35 |
| Intrinsic value: |
6.31 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.23 |
| Parity: |
6.31 |
| Time value: |
0.13 |
| Break-even: |
184.40 |
| Moneyness: |
1.53 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
0.63% |
| Delta: |
0.96 |
| Theta: |
-0.07 |
| Omega: |
2.72 |
| Rho: |
0.12 |
Quote data
| Open: |
6.77 |
| High: |
6.77 |
| Low: |
6.77 |
| Previous Close: |
6.61 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.55% |
| 1 Month |
|
|
+9.37% |
| 3 Months |
|
|
+61.19% |
| YTD |
|
|
+30.95% |
| 1 Year |
|
|
+220.85% |
| 3 Years |
|
|
+103.92% |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.77 |
6.17 |
| 1M High / 1M Low: |
6.77 |
5.91 |
| 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: |
10/11/2023 |
2.11 |
| Avg. price 1W: |
|
6.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.37 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
49.54% |
| Volatility 6M: |
|
72.72% |
| Volatility 1Y: |
|
67.80% |
| Volatility 3Y: |
|
97.04% |
