HSBC WAR. CALL 19 FOO/  DE000TR40S83  /

gettex Zettex2
11/22/2019  11:40:00 AM Chg.+0.010 Bid11:59:57 AM Ask11:59:57 AM Underlying Strike price Expiration date Option type
0.640EUR +1.59% 0.660
Bid Size: 40,000
0.700
Ask Size: 40,000
Salesforce.com Inc 160.00 USD 12/18/2019 Call

Master data

WKN: TR40S8
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Salesforce.com Inc
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 12/18/2019
Issue date: 9/3/2018
Last trading day: 12/17/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.19
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.38
Implied volatility: 0.43
Historic volatility: 0.27
Parity: 0.38
Time value: 0.26
Break-even: 150.99
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 1.56%
Delta: 0.50
Theta: -0.05
Omega: 11.63
Rho: 0.05
 

Quote data

Open: 0.630
High: 0.640
Low: 0.630
Previous Close: 0.630
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.54%
1 Month  
+326.67%
3 Months  
+1.59%
YTD
  -45.76%
1 Year
  -14.67%
3 Years     -
5 Years     -
1W High / 1W Low: 0.740 0.630
1M High / 1M Low: 0.740 0.150
6M High / 6M Low: 1.460 0.150
High (YTD): 2/12/2019 1.980
Low (YTD): 10/22/2019 0.150
52W High: 2/12/2019 1.980
52W Low: 10/22/2019 0.150
Avg. price 1W:   0.684
Avg. volume 1W:   0.000
Avg. price 1M:   0.533
Avg. volume 1M:   0.000
Avg. price 6M:   0.714
Avg. volume 6M:   0.000
Avg. price 1Y:   1.066
Avg. volume 1Y:   0.000
Volatility 1M:   266.86%
Volatility 6M:   219.08%
Volatility 1Y:   188.40%
Volatility 3Y:   -