HSBC WAR. CALL 12/24 SIE/ DE000TT4FFW9 /
| 2024-11-15 3:37:35 PM | Chg.-0.010 | Bid3:39:40 PM | Ask3:39:40 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.860EUR | -0.15% | 6.880 Bid Size: 50,000 |
6.920 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: | 2.74 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.85 |
|---|---|
| Intrinsic value: | 6.82 |
| Implied volatility: | 0.61 |
| Historic volatility: | 0.24 |
| Parity: | 6.82 |
| Time value: | 0.04 |
| Break-even: | 188.60 |
| Moneyness: | 1.57 |
| Premium: | 0.00 |
| Premium p.a.: | 0.02 |
| Spread abs.: | 0.07 |
| Spread %: | 1.03% |
| Delta: | 0.99 |
| Theta: | -0.02 |
| Omega: | 2.73 |
| Rho: | 0.11 |
Quote data
| Open: | 6.810 |
|---|---|
| High: | 6.860 |
| Low: | 6.810 |
| Previous Close: | 6.870 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.02% | ||
|---|---|---|---|
| 1 Month | +8.03% | ||
| 3 Months | +51.77% | ||
| YTD | +30.17% | ||
| 1 Year | +155.02% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.870 | 6.000 |
|---|---|---|
| 1M High / 1M Low: | 6.870 | 5.920 |
| 6M High / 6M Low: | 7.080 | 3.820 |
| High (YTD): | 2024-05-10 | 7.170 |
| Low (YTD): | 2024-08-07 | 3.820 |
| 52W High: | 2024-05-10 | 7.170 |
| 52W Low: | 2023-11-15 | 2.690 |
| Avg. price 1W: | 6.384 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.324 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.564 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 5.453 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 76.29% | |
| Volatility 6M: | 75.59% | |
| Volatility 1Y: | 68.52% | |
| Volatility 3Y: | - |
