HSBC WAR. CALL 12/24 SIE/ DE000TT4FFU3 /
| 10/10/2024 21:37:03 | Chg.-0.110 | Bid21:57:58 | Ask21:57:58 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 7.430EUR | -1.46% | 7.430 Bid Size: 20,000 |
7.480 Ask Size: 20,000 |
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: | 2.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 7.51 |
|---|---|
| Intrinsic value: | 7.45 |
| Implied volatility: | 0.70 |
| Historic volatility: | 0.24 |
| Parity: | 7.45 |
| Time value: | 0.14 |
| Break-even: | 185.90 |
| Moneyness: | 1.68 |
| Premium: | 0.01 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.05 |
| Spread %: | 0.66% |
| Delta: | 0.97 |
| Theta: | -0.04 |
| Omega: | 2.35 |
| Rho: | 0.19 |
Quote data
| Open: | 7.490 |
|---|---|
| High: | 7.490 |
| Low: | 7.400 |
| Previous Close: | 7.540 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.09% | ||
|---|---|---|---|
| 1 Month | +36.58% | ||
| 3 Months | +7.99% | ||
| YTD | +20.81% | ||
| 1 Year | +121.79% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 7.540 | 7.070 |
|---|---|---|
| 1M High / 1M Low: | 7.540 | 5.440 |
| 6M High / 6M Low: | 8.130 | 4.760 |
| High (YTD): | 10/05/2024 | 8.130 |
| Low (YTD): | 07/08/2024 | 4.760 |
| 52W High: | 10/05/2024 | 8.130 |
| 52W Low: | 26/10/2023 | 2.130 |
| Avg. price 1W: | 7.326 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.459 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.483 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 5.927 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 65.04% | |
| Volatility 6M: | 61.98% | |
| Volatility 1Y: | 63.02% | |
| Volatility 3Y: | - |
