HSBC WAR. CALL 20 FOO/  DE000TR40SE9  /

gettex Zettex2
8/23/2019  9:40:00 PM Chg.+0.060 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
0.970EUR +6.59% 0.990
Bid Size: 40,000
1.000
Ask Size: 40,000
Salesforce.com Inc 155.00 USD 1/15/2020 Call

Master data

WKN: TR40SE
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Salesforce.com Inc
Type: Warrant
Option type: Call
Strike price: 155.00 USD
Maturity: 1/15/2020
Issue date: 9/3/2018
Last trading day: 1/14/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.31
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.31
Parity: -0.61
Time value: 1.00
Break-even: 149.14
Moneyness: 0.96
Premium: 0.12
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 1.00%
Delta: 0.36
Theta: -0.02
Omega: 4.75
Rho: 0.15
 

Quote data

Open: 1.290
High: 1.420
Low: 0.970
Previous Close: 0.910
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.58%
1 Month
  -34.46%
3 Months
  -38.61%
YTD
  -30.71%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.970 0.690
1M High / 1M Low: 1.480 0.620
6M High / 6M Low: 2.290 0.620
High (YTD): 2/12/2019 2.310
Low (YTD): 8/14/2019 0.620
52W High: - -
52W Low: - -
Avg. price 1W:   0.822
Avg. volume 1W:   0.000
Avg. price 1M:   0.928
Avg. volume 1M:   0.000
Avg. price 6M:   1.538
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.06%
Volatility 6M:   139.87%
Volatility 1Y:   -
Volatility 3Y:   -