HSBC WAR. CALL 12/24 SIE/ DE000TT4FFW9 /
| 2024-09-09 3:35:19 PM | Chg.+0.1800 | Bid5:22:11 PM | Ask5:22:11 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.5400EUR | +4.13% | 4.4600 Bid Size: 50,000 |
4.4900 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 120.00 EUR | 2024-12-18 | 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: | 2024-12-18 |
| Issue date: | 2020-10-01 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.73 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.23 |
|---|---|
| Intrinsic value: | 4.11 |
| Implied volatility: | 0.40 |
| Historic volatility: | 0.24 |
| Parity: | 4.11 |
| Time value: | 0.21 |
| Break-even: | 163.20 |
| Moneyness: | 1.34 |
| Premium: | 0.01 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.05 |
| Spread %: | 1.17% |
| Delta: | 0.94 |
| Theta: | -0.03 |
| Omega: | 3.51 |
| Rho: | 0.30 |
Quote data
| Open: | 4.3800 |
|---|---|
| High: | 4.5700 |
| Low: | 4.3800 |
| Previous Close: | 4.3600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.19% | ||
|---|---|---|---|
| 1 Month | +14.07% | ||
| 3 Months | -21.32% | ||
| YTD | -13.85% | ||
| 1 Year | +68.15% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.2300 | 4.3600 |
|---|---|---|
| 1M High / 1M Low: | 5.2300 | 3.9800 |
| 6M High / 6M Low: | 7.1700 | 3.8200 |
| High (YTD): | 2024-05-10 | 7.1700 |
| Low (YTD): | 2024-08-07 | 3.8200 |
| 52W High: | 2024-05-10 | 7.1700 |
| 52W Low: | 2023-10-26 | 1.5500 |
| Avg. price 1W: | 4.8440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.6929 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 5.6444 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 4.7767 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 51.14% | |
| Volatility 6M: | 69.15% | |
| Volatility 1Y: | 75.12% | |
| Volatility 3Y: | - |
