HSBC WAR. CALL 19 FOO/  DE000TR6B9K1  /

gettex Zettex2
10/23/2019  10:10:00 AM Chg.-0.120 Bid10:24:20 AM Ask10:24:20 AM Underlying Strike price Expiration date Option type
1.270EUR -8.63% 1.220
Bid Size: 40,000
1.270
Ask Size: 40,000
Salesforce.com Inc 130.00 USD 12/18/2019 Call

Master data

WKN: TR6B9K
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Salesforce.com Inc
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 12/18/2019
Issue date: 12/12/2018
Last trading day: 12/17/2019
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.13
Leverage: Yes

Calculated values

Fair value: 1.11
Intrinsic value: 1.11
Implied volatility: 0.63
Historic volatility: 0.30
Parity: 1.11
Time value: 0.29
Break-even: 130.81
Moneyness: 1.09
Premium: 0.02
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 1.43%
Delta: 0.59
Theta: -0.04
Omega: 5.36
Rho: 0.09
 

Quote data

Open: 1.270
High: 1.270
Low: 1.270
Previous Close: 1.390
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.25%
1 Month
  -48.37%
3 Months
  -53.82%
YTD
  -44.30%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.770 1.390
1M High / 1M Low: 2.460 1.390
6M High / 6M Low: 3.820 1.390
High (YTD): 4/29/2019 3.820
Low (YTD): 10/22/2019 1.390
52W High: - -
52W Low: - -
Avg. price 1W:   1.578
Avg. volume 1W:   0.000
Avg. price 1M:   1.923
Avg. volume 1M:   0.000
Avg. price 6M:   2.530
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.44%
Volatility 6M:   125.08%
Volatility 1Y:   -
Volatility 3Y:   -