HSBC WAR. CALL 12/25 SIE/ DE000TT4WG56 /
| 13/11/2024 08:01:42 | Chg.-0.120 | Bid08:53:38 | Ask08:53:38 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.680EUR | -2.07% | 5.760 Bid Size: 50,000 |
5.810 Ask Size: 50,000 |
SIEMENS AG NA O.N. | 125.00 EUR | 17/12/2025 | 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: | 17/12/2025 |
| Issue date: | 08/12/2020 |
| Last trading day: | 16/12/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.04 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.80 |
|---|---|
| Intrinsic value: | 5.29 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.24 |
| Parity: | 5.29 |
| Time value: | 0.57 |
| Break-even: | 183.60 |
| Moneyness: | 1.42 |
| Premium: | 0.03 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.05 |
| Spread %: | 0.86% |
| Delta: | 0.94 |
| Theta: | -0.02 |
| Omega: | 2.84 |
| Rho: | 1.18 |
Quote data
| Open: | 5.680 |
|---|---|
| High: | 5.680 |
| Low: | 5.680 |
| Previous Close: | 5.800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.13% | ||
|---|---|---|---|
| 1 Month | -12.35% | ||
| 3 Months | +38.54% | ||
| YTD | +9.65% | ||
| 1 Year | +136.67% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.610 | 5.800 |
|---|---|---|
| 1M High / 1M Low: | 6.610 | 5.750 |
| 6M High / 6M Low: | 7.010 | 3.790 |
| High (YTD): | 10/05/2024 | 7.040 |
| Low (YTD): | 07/08/2024 | 3.790 |
| 52W High: | 10/05/2024 | 7.040 |
| 52W Low: | 13/11/2023 | 2.400 |
| Avg. price 1W: | 6.266 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.141 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.453 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 5.335 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 58.12% | |
| Volatility 6M: | 69.60% | |
| Volatility 1Y: | 64.15% | |
| Volatility 3Y: | - |
