HSBC WAR. CALL 12/24 SIE/ DE000TT4FFU3 /
| 2024-07-31 3:36:12 PM | Chg.+0.060 | Bid4:16:39 PM | Ask4:16:39 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.150EUR | +0.99% | 6.180 Bid Size: 50,000 |
6.210 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 110.00 EUR | 2024-12-18 | 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: | 2024-12-18 |
| Issue date: | 2020-10-01 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.76 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.00 |
|---|---|
| Intrinsic value: | 5.85 |
| Implied volatility: | 0.47 |
| Historic volatility: | 0.24 |
| Parity: | 5.85 |
| Time value: | 0.26 |
| Break-even: | 171.10 |
| Moneyness: | 1.53 |
| Premium: | 0.02 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.05 |
| Spread %: | 0.83% |
| Delta: | 0.95 |
| Theta: | -0.03 |
| Omega: | 2.63 |
| Rho: | 0.38 |
Quote data
| Open: | 6.120 |
|---|---|
| High: | 6.210 |
| Low: | 6.120 |
| Previous Close: | 6.090 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.15% | ||
|---|---|---|---|
| 1 Month | -7.80% | ||
| 3 Months | -11.89% | ||
| YTD | 0.00% | ||
| 1 Year | +19.42% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.350 | 6.070 |
|---|---|---|
| 1M High / 1M Low: | 7.560 | 6.070 |
| 6M High / 6M Low: | 8.130 | 5.700 |
| High (YTD): | 2024-05-10 | 8.130 |
| Low (YTD): | 2024-01-17 | 5.090 |
| 52W High: | 2024-05-10 | 8.130 |
| 52W Low: | 2023-10-26 | 2.130 |
| Avg. price 1W: | 6.166 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.739 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.828 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 5.455 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 61.52% | |
| Volatility 6M: | 55.53% | |
| Volatility 1Y: | 65.14% | |
| Volatility 3Y: | - |
