HSBC WAR. CALL 20 FOO/  DE000TR5FVB9  /

gettex Zettex2
10/21/2019  2:10:00 PM Chg.+0.040 Bid2:28:33 PM Ask2:28:33 PM Underlying Strike price Expiration date Option type
0.790EUR +5.33% 0.760
Bid Size: 40,000
0.790
Ask Size: 40,000
Salesforce.com Inc 145.00 USD 1/15/2020 Call

Master data

WKN: TR5FVB
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Salesforce.com Inc
Type: Warrant
Option type: Call
Strike price: 145.00 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: 16.99
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.30
Parity: -0.08
Time value: 0.76
Break-even: 137.58
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 1.32%
Delta: 0.38
Theta: -0.02
Omega: 6.47
Rho: 0.10
 

Quote data

Open: 0.790
High: 0.800
Low: 0.790
Previous Close: 0.750
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.47%
1 Month
  -47.68%
3 Months
  -57.53%
YTD
  -54.34%
1 Year
  -57.07%
3 Years     -
5 Years     -
1W High / 1W Low: 1.230 0.750
1M High / 1M Low: 1.480 0.750
6M High / 6M Low: 2.850 0.750
High (YTD): 3/21/2019 2.880
Low (YTD): 10/18/2019 0.750
52W High: 3/21/2019 2.880
52W Low: 10/18/2019 0.750
Avg. price 1W:   0.960
Avg. volume 1W:   0.000
Avg. price 1M:   1.095
Avg. volume 1M:   0.000
Avg. price 6M:   1.683
Avg. volume 6M:   0.000
Avg. price 1Y:   1.869
Avg. volume 1Y:   0.000
Volatility 1M:   193.62%
Volatility 6M:   150.18%
Volatility 1Y:   148.65%
Volatility 3Y:   -