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: | - |