HSBC Call 100 SQU 15.12.2021/  DE000TT4RVG4  /

Frankfurt Zert./HSBC
10/25/2021  7:35:58 PM Chg.-0.015 Bid10/25/2021 Ask10/25/2021 Underlying Strike price Expiration date Option type
0.025EUR -37.50% 0.025
Bid Size: 10,000
0.045
Ask Size: 10,000
VINCI S.A. INH. EO... 100.00 EUR 12/15/2021 Call

Master data

WKN: TT4RVG
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 100.00 EUR
Maturity: 12/15/2021
Issue date: 11/27/2020
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 151.28
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.30
Parity: -0.92
Time value: 0.06
Break-even: 100.60
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 1.09
Spread abs.: 0.02
Spread %: 33.33%
Delta: 0.11
Theta: -0.01
Omega: 16.33
Rho: 0.01
 

Quote data

Open: 0.042
High: 0.046
Low: 0.024
Previous Close: 0.040
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -56.90%
1 Month
  -55.36%
3 Months
  -85.29%
YTD
  -93.42%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.063 0.040
1M High / 1M Low: 0.120 0.040
6M High / 6M Low: 0.580 0.040
High (YTD): 3/12/2021 0.590
Low (YTD): 10/22/2021 0.040
52W High: - -
52W Low: - -
Avg. price 1W:   0.054
Avg. volume 1W:   0.000
Avg. price 1M:   0.076
Avg. volume 1M:   0.000
Avg. price 6M:   0.239
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   358.30%
Volatility 6M:   300.16%
Volatility 1Y:   -
Volatility 3Y:   -