HSBC WAR. CALL 20 FOO/  DE000TR5FVA1  /

gettex Zettex2
8/23/2019  9:40:00 PM Chg.+0.110 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
1.750EUR +6.71% 1.780
Bid Size: 40,000
1.790
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: 7.43
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.74
Implied volatility: 0.71
Historic volatility: 0.31
Parity: 0.74
Time value: 1.05
Break-even: 143.57
Moneyness: 1.06
Premium: 0.08
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 0.56%
Delta: 0.49
Theta: -0.03
Omega: 3.66
Rho: 0.19
 

Quote data

Open: 2.170
High: 2.290
Low: 1.750
Previous Close: 1.640
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.58%
1 Month
  -25.21%
3 Months
  -26.78%
YTD
  -8.85%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.750 1.320
1M High / 1M Low: 2.400 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:   1.524
Avg. volume 1W:   0.000
Avg. price 1M:   1.606
Avg. volume 1M:   0.000
Avg. price 6M:   2.343
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.65%
Volatility 6M:   119.61%
Volatility 1Y:   -
Volatility 3Y:   -