HSBC Call 95 SQU 15.12.2021/  DE000TT4RVF6  /

EUWAX
10/18/2021  9:08:14 AM Chg.0.000 Bid5:45:54 PM Ask5:45:54 PM Underlying Strike price Expiration date Option type
0.160EUR 0.00% 0.150
Bid Size: 20,000
0.170
Ask Size: 20,000
VINCI S.A. INH. EO... 95.00 EUR 12/15/2021 Call

Master data

WKN: TT4RVF
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 95.00 EUR
Maturity: 12/15/2021
Issue date: 11/27/2020
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 47.68
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.30
Parity: -0.44
Time value: 0.19
Break-even: 96.90
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 0.53
Spread abs.: 0.02
Spread %: 10.53%
Delta: 0.23
Theta: -0.01
Omega: 11.06
Rho: 0.03
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.81%
1 Month
  -27.27%
3 Months
  -52.94%
YTD
  -68.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.210 0.150
1M High / 1M Low: 0.270 0.110
6M High / 6M Low: 0.840 0.110
High (YTD): 5/7/2021 0.840
Low (YTD): 9/20/2021 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.172
Avg. volume 1W:   122
Avg. price 1M:   0.198
Avg. volume 1M:   30.500
Avg. price 6M:   0.416
Avg. volume 6M:   166.434
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   448.47%
Volatility 6M:   230.44%
Volatility 1Y:   -
Volatility 3Y:   -