HSBC Call 105 SQU 15.12.2021/  DE000TT4RVH2  /

EUWAX
10/22/2021  9:02:59 AM Chg.-0.002 Bid10:00:07 PM Ask10:00:07 PM Underlying Strike price Expiration date Option type
0.015EUR -11.76% -
Bid Size: -
-
Ask Size: -
VINCI S.A. INH. EO... 105.00 EUR 12/15/2021 Call

Master data

WKN: TT4RVH
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 105.00 EUR
Maturity: 12/15/2021
Issue date: 11/27/2020
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 349.12
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.30
Parity: -1.42
Time value: 0.03
Break-even: 105.26
Moneyness: 0.86
Premium: 0.16
Premium p.a.: 1.77
Spread abs.: 0.02
Spread %: 76.92%
Delta: 0.05
Theta: -0.01
Omega: 18.50
Rho: 0.01
 

Quote data

Open: 0.015
High: 0.015
Low: 0.015
Previous Close: 0.017
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.05%
1 Month
  -16.67%
3 Months
  -83.70%
YTD
  -94.64%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.039 0.015
1M High / 1M Low: 0.053 0.015
6M High / 6M Low: 0.420 0.014
High (YTD): 3/15/2021 0.480
Low (YTD): 9/20/2021 0.014
52W High: - -
52W Low: - -
Avg. price 1W:   0.022
Avg. volume 1W:   0.000
Avg. price 1M:   0.029
Avg. volume 1M:   0.000
Avg. price 6M:   0.153
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   897.11%
Volatility 6M:   467.63%
Volatility 1Y:   -
Volatility 3Y:   -