HSBC Call 85 SQU 15.12.2021/  DE000TT4RVE9  /

Frankfurt Zert./HSBC
10/20/2021  7:35:59 PM Chg.+0.040 Bid7:47:10 PM Ask7:47:10 PM Underlying Strike price Expiration date Option type
0.780EUR +5.41% 0.770
Bid Size: 20,000
0.810
Ask Size: 20,000
VINCI S.A. INH. EO... 85.00 EUR 12/15/2021 Call

Master data

WKN: TT4RVE
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 85.00 EUR
Maturity: 12/15/2021
Issue date: 11/27/2020
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.63
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.57
Implied volatility: 0.61
Historic volatility: 0.30
Parity: 0.57
Time value: 0.21
Break-even: 92.80
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 2.56%
Delta: 0.51
Theta: -0.02
Omega: 5.96
Rho: 0.06
 

Quote data

Open: 0.910
High: 0.910
Low: 0.730
Previous Close: 0.740
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+18.18%
1 Month  
+62.50%
3 Months  
+27.87%
YTD
  -9.30%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.740 0.650
1M High / 1M Low: 0.890 0.480
6M High / 6M Low: 1.420 0.480
High (YTD): 5/7/2021 1.420
Low (YTD): 9/20/2021 0.480
52W High: - -
52W Low: - -
Avg. price 1W:   0.690
Avg. volume 1W:   0.000
Avg. price 1M:   0.700
Avg. volume 1M:   0.000
Avg. price 6M:   0.939
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   227.77%
Volatility 6M:   151.13%
Volatility 1Y:   -
Volatility 3Y:   -