HSBC WAR. CALL 12/24 SIE/ DE000TT4FFU3 /
01/08/2024 13:36:41 | Chg.-0.150 | Bid14:48:40 | Ask14:48:40 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
6.010EUR | -2.44% | 5.960 Bid Size: 50,000 |
5.990 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 110.00 EUR | 18/12/2024 | Call |
Master data
WKN: | TT4FFU |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | SIEMENS AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 110.00 EUR |
Maturity: | 18/12/2024 |
Issue date: | 01/10/2020 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 2.73 |
Leverage: | Yes |
Calculated values
Fair value: | 6.09 |
---|---|
Intrinsic value: | 5.94 |
Implied volatility: | 0.47 |
Historic volatility: | 0.24 |
Parity: | 5.94 |
Time value: | 0.26 |
Break-even: | 172.00 |
Moneyness: | 1.54 |
Premium: | 0.02 |
Premium p.a.: | 0.04 |
Spread abs.: | 0.05 |
Spread %: | 0.81% |
Delta: | 0.95 |
Theta: | -0.03 |
Omega: | 2.60 |
Rho: | 0.38 |
Quote data
Open: | 6.160 |
---|---|
High: | 6.160 |
Low: | 6.010 |
Previous Close: | 6.160 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -1.80% | ||
---|---|---|---|
1 Month | -14.27% | ||
3 Months | -13.90% | ||
YTD | -2.28% | ||
1 Year | +26.00% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 6.200 | 6.070 |
---|---|---|
1M High / 1M Low: | 7.560 | 6.070 |
6M High / 6M Low: | 8.130 | 5.700 |
High (YTD): | 10/05/2024 | 8.130 |
Low (YTD): | 17/01/2024 | 5.090 |
52W High: | 10/05/2024 | 8.130 |
52W Low: | 26/10/2023 | 2.130 |
Avg. price 1W: | 6.128 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 6.714 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 6.831 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 5.459 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 60.33% | |
Volatility 6M: | 55.54% | |
Volatility 1Y: | 64.73% | |
Volatility 3Y: | - |