HSBC WAR. CALL 19 FOO/  DE000TR5FV93  /

gettex Zettex2
10/22/2019  9:40:03 PM Chg.-0.120 Bid9:59:09 PM Ask9:59:09 PM Underlying Strike price Expiration date Option type
0.770EUR -13.48% 0.760
Bid Size: 40,000
0.770
Ask Size: 40,000
Salesforce.com Inc 140.00 USD 12/18/2019 Call

Master data

WKN: TR5FV9
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Salesforce.com Inc
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 12/18/2019
Issue date: 10/18/2018
Last trading day: 12/17/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.40
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.41
Implied volatility: 0.54
Historic volatility: 0.30
Parity: 0.41
Time value: 0.49
Break-even: 134.54
Moneyness: 1.03
Premium: 0.04
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 1.11%
Delta: 0.47
Theta: -0.03
Omega: 6.84
Rho: 0.08
 

Quote data

Open: 0.890
High: 0.920
Low: 0.760
Previous Close: 0.890
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.90%
1 Month
  -55.49%
3 Months
  -63.85%
YTD
  -58.38%
1 Year
  -63.33%
3 Years     -
5 Years     -
1W High / 1W Low: 1.450 0.890
1M High / 1M Low: 1.710 0.890
6M High / 6M Low: 3.100 0.890
High (YTD): 3/21/2019 3.120
Low (YTD): 10/21/2019 0.890
52W High: 3/21/2019 3.120
52W Low: 10/21/2019 0.890
Avg. price 1W:   1.064
Avg. volume 1W:   0.000
Avg. price 1M:   1.260
Avg. volume 1M:   0.000
Avg. price 6M:   1.870
Avg. volume 6M:   0.000
Avg. price 1Y:   2.048
Avg. volume 1Y:   0.000
Volatility 1M:   193.25%
Volatility 6M:   149.46%
Volatility 1Y:   146.75%
Volatility 3Y:   -