HSBC Put 75 SQU 15.12.2021/  DE000TT4RYY1  /

Frankfurt Zert./HSBC
10/26/2021  7:35:34 PM Chg.-0.014 Bid7:40:19 PM Ask7:40:19 PM Underlying Strike price Expiration date Option type
0.038EUR -26.92% 0.038
Bid Size: 10,000
0.058
Ask Size: 10,000
VINCI S.A. INH. EO... 75.00 EUR 12/15/2021 Put

Master data

WKN: TT4RYY
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Put
Strike price: 75.00 EUR
Maturity: 12/15/2021
Issue date: 11/27/2020
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -124.93
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.30
Parity: -1.50
Time value: 0.07
Break-even: 74.28
Moneyness: 0.83
Premium: 0.17
Premium p.a.: 2.23
Spread abs.: 0.02
Spread %: 27.78%
Delta: -0.14
Theta: -0.04
Omega: -17.98
Rho: -0.02
 

Quote data

Open: 0.055
High: 0.056
Low: 0.037
Previous Close: 0.052
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -57.30%
3 Months
  -76.25%
YTD
  -94.65%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.064 0.047
1M High / 1M Low: 0.120 0.047
6M High / 6M Low: 0.300 0.047
High (YTD): 1/29/2021 1.000
Low (YTD): 10/22/2021 0.047
52W High: - -
52W Low: - -
Avg. price 1W:   0.054
Avg. volume 1W:   0.000
Avg. price 1M:   0.084
Avg. volume 1M:   0.000
Avg. price 6M:   0.163
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   307.18%
Volatility 6M:   194.85%
Volatility 1Y:   -
Volatility 3Y:   -