HSBC WAR. CALL 19 INN1/  DE000TR6MEL8  /

gettex Zettex2
12/5/2019  3:20:00 PM Chg.+0.090 Bid3:47:58 PM Ask3:47:58 PM Underlying Strike price Expiration date Option type
0.530EUR +20.45% 0.510
Bid Size: 4,900
0.530
Ask Size: 4,900
ING GROEP NV EO... 10.00 EUR 12/18/2019 Call

Master data

WKN: TR6MEL
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: ING GROEP NV EO -,01
Type: Warrant
Option type: Call
Strike price: 10.00 EUR
Maturity: 12/18/2019
Issue date: 1/10/2019
Last trading day: 12/17/2019
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 21.06
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.32
Implied volatility: 0.53
Historic volatility: 0.27
Parity: 0.32
Time value: 0.17
Break-even: 10.49
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.59
Spread abs.: 0.03
Spread %: 6.12%
Delta: 0.58
Theta: -0.01
Omega: 12.23
Rho: 0.00
 

Quote data

Open: 0.460
High: 0.560
Low: 0.460
Previous Close: 0.440
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.02%
1 Month
  -26.39%
3 Months  
+178.95%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.570 0.290
1M High / 1M Low: 0.970 0.290
6M High / 6M Low: 0.970 0.130
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.456
Avg. volume 1W:   0.000
Avg. price 1M:   0.652
Avg. volume 1M:   0.000
Avg. price 6M:   0.492
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   284.69%
Volatility 6M:   256.49%
Volatility 1Y:   -
Volatility 3Y:   -