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HSBC Call 155 SIE 18.12.2024/  DE000TT4FG32  /

Frankfurt Zert./HSBC
02/08/2024  21:35:38 Chg.-0.310 Bid21:59:39 Ask21:59:39 Underlying Strike price Expiration date Option type
1.390EUR -18.24% 1.380
Bid Size: 20,000		 1.410
Ask Size: 20,000		 SIEMENS AG NA O.N. 155.00 EUR 18/12/2024 Call
 

Master data

WKN: TT4FG3
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 155.00 EUR
Maturity: 18/12/2024
Issue date: 01/10/2020
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.19
Leverage: Yes

Calculated values

Fair value: 1.17
Intrinsic value: 0.28
Implied volatility: 0.30
Historic volatility: 0.24
Parity: 0.28
Time value: 1.13
Break-even: 169.10
Moneyness: 1.02
Premium: 0.07
Premium p.a.: 0.20
Spread abs.: 0.03
Spread %: 2.17%
Delta: 0.60
Theta: -0.05
Omega: 6.75
Rho: 0.30
 

Quote data

Open: 1.660
High: 1.660
Low: 1.310
Previous Close: 1.700
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -34.74%
1 Month
  -50.53%
3 Months
  -54.58%
YTD
  -45.28%
1 Year
  -13.13%
3 Years  
+10.32%
5 Years     -
10 Years     -
1W High / 1W Low: 2.110 1.390
1M High / 1M Low: 3.320 1.390
6M High / 6M Low: 3.950 1.390
High (YTD): 10/05/2024 3.950
Low (YTD): 02/08/2024 1.390
52W High: 10/05/2024 3.950
52W Low: 27/10/2023 0.390
Avg. price 1W:   1.854
Avg. volume 1W:   0.000
Avg. price 1M:   2.459
Avg. volume 1M:   0.000
Avg. price 6M:   2.817
Avg. volume 6M:   0.000
Avg. price 1Y:   2.053
Avg. volume 1Y:   0.000
Volatility 1M:   154.68%
Volatility 6M:   116.78%
Volatility 1Y:   123.85%
Volatility 3Y:   132.58%