HSBC WAR. CALL 12/24 SIE/ DE000TT4FFU3 /
| 9/6/2024 9:36:50 PM | Chg.-0.390 | Bid9:59:12 PM | Ask9:59:12 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.330EUR | -6.82% | 5.230 Bid Size: 20,000 |
5.280 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 110.00 EUR | 12/18/2024 | 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: | 12/18/2024 |
| Issue date: | 10/1/2020 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.05 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.22 |
|---|---|
| Intrinsic value: | 5.11 |
| Implied volatility: | 0.44 |
| Historic volatility: | 0.24 |
| Parity: | 5.11 |
| Time value: | 0.17 |
| Break-even: | 162.80 |
| Moneyness: | 1.46 |
| Premium: | 0.01 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.05 |
| Spread %: | 0.96% |
| Delta: | 0.96 |
| Theta: | -0.02 |
| Omega: | 2.94 |
| Rho: | 0.29 |
Quote data
| Open: | 5.690 |
|---|---|
| High: | 5.780 |
| Low: | 5.330 |
| Previous Close: | 5.720 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.89% | ||
|---|---|---|---|
| 1 Month | +11.97% | ||
| 3 Months | -20.80% | ||
| YTD | -13.33% | ||
| 1 Year | +57.23% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.210 | 5.330 |
|---|---|---|
| 1M High / 1M Low: | 6.210 | 4.760 |
| 6M High / 6M Low: | 8.130 | 4.760 |
| High (YTD): | 5/10/2024 | 8.130 |
| Low (YTD): | 8/7/2024 | 4.760 |
| 52W High: | 5/10/2024 | 8.130 |
| 52W Low: | 10/26/2023 | 2.130 |
| Avg. price 1W: | 5.820 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.607 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.616 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 5.642 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 53.19% | |
| Volatility 6M: | 59.53% | |
| Volatility 1Y: | 64.57% | |
| Volatility 3Y: | - |
