HSBC WAR. CALL 12/25 SIE/ DE000TT4WG56 /
| 2024-07-31 5:36:40 PM | Chg.+0.040 | Bid6:50:33 PM | Ask6:50:33 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.050EUR | +0.80% | 5.060 Bid Size: 20,000 |
5.100 Ask Size: 20,000 |
SIEMENS AG NA O.N. | 125.00 EUR | 2025-12-17 | Call |
Master data
| WKN: | TT4WG5 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 125.00 EUR |
| Maturity: | 2025-12-17 |
| Issue date: | 2020-12-08 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.36 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.15 |
|---|---|
| Intrinsic value: | 4.35 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.24 |
| Parity: | 4.35 |
| Time value: | 0.67 |
| Break-even: | 175.20 |
| Moneyness: | 1.35 |
| Premium: | 0.04 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.04 |
| Spread %: | 0.80% |
| Delta: | 0.96 |
| Theta: | -0.01 |
| Omega: | 3.22 |
| Rho: | 1.54 |
Quote data
| Open: | 5.030 |
|---|---|
| High: | 5.110 |
| Low: | 5.030 |
| Previous Close: | 5.010 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.81% | ||
|---|---|---|---|
| 1 Month | -10.30% | ||
| 3 Months | -15.41% | ||
| YTD | -2.51% | ||
| 1 Year | +15.03% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.250 | 5.000 |
|---|---|---|
| 1M High / 1M Low: | 6.400 | 5.000 |
| 6M High / 6M Low: | 7.040 | 4.760 |
| High (YTD): | 2024-05-10 | 7.040 |
| Low (YTD): | 2024-01-17 | 4.230 |
| 52W High: | 2024-05-10 | 7.040 |
| 52W Low: | 2023-10-26 | 1.720 |
| Avg. price 1W: | 5.088 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.643 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.792 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 4.593 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 67.91% | |
| Volatility 6M: | 61.45% | |
| Volatility 1Y: | 69.19% | |
| Volatility 3Y: | - |
