HSBC WAR. CALL 20 FOO/  DE000TR5FVA1  /

gettex Zettex2
8/22/2019  8:40:00 PM Chg.+0.100 Bid8/22/2019 Ask8/22/2019 Underlying Strike price Expiration date Option type
1.590EUR +6.71% 1.590
Bid Size: 40,000
1.600
Ask Size: 40,000
Salesforce.com Inc 140.00 USD 1/15/2020 Call

Master data

WKN: TR5FVA
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Salesforce.com Inc
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 1/15/2020
Issue date: 10/18/2018
Last trading day: 1/14/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.80
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.67
Implied volatility: 0.62
Historic volatility: 0.32
Parity: 0.67
Time value: 0.84
Break-even: 141.34
Moneyness: 1.05
Premium: 0.06
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 0.66%
Delta: 0.47
Theta: -0.02
Omega: 4.11
Rho: 0.19
 

Quote data

Open: 1.560
High: 1.610
Low: 1.460
Previous Close: 1.490
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.22%
1 Month
  -28.70%
3 Months
  -38.13%
YTD
  -17.19%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.490 1.280
1M High / 1M Low: 2.410 1.170
6M High / 6M Low: 3.200 1.170
High (YTD): 3/21/2019 3.200
Low (YTD): 8/14/2019 1.170
52W High: - -
52W Low: - -
Avg. price 1W:   1.366
Avg. volume 1W:   0.000
Avg. price 1M:   1.684
Avg. volume 1M:   0.000
Avg. price 6M:   2.358
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.72%
Volatility 6M:   118.85%
Volatility 1Y:   -
Volatility 3Y:   -