HSBC WAR. CALL 20 FOO/  DE000TR6B9L9  /

gettex Zettex2
8/20/2019  9:40:01 PM Chg.+0.120 Bid9:59:59 PM Ask9:59:59 PM Underlying Strike price Expiration date Option type
2.030EUR +6.28% 2.020
Bid Size: 40,000
2.030
Ask Size: 40,000
Salesforce.com Inc 130.00 USD 1/15/2020 Call

Master data

WKN: TR6B9L
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Salesforce.com Inc
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 1/15/2020
Issue date: 12/12/2018
Last trading day: 1/14/2020
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.86
Leverage: Yes

Calculated values

Fair value: 1.23
Intrinsic value: 1.23
Implied volatility: 0.69
Historic volatility: 0.32
Parity: 1.23
Time value: 0.66
Break-even: 136.21
Moneyness: 1.11
Premium: 0.05
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 0.53%
Delta: 0.52
Theta: -0.02
Omega: 3.59
Rho: 0.20
 

Quote data

Open: 1.900
High: 2.040
Low: 1.860
Previous Close: 1.910
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.18%
1 Month
  -29.27%
3 Months
  -34.30%
YTD
  -13.62%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.930 1.700
1M High / 1M Low: 3.130 1.700
6M High / 6M Low: 3.880 1.700
High (YTD): 4/29/2019 3.880
Low (YTD): 8/14/2019 1.700
52W High: - -
52W Low: - -
Avg. price 1W:   1.856
Avg. volume 1W:   0.000
Avg. price 1M:   2.328
Avg. volume 1M:   0.000
Avg. price 6M:   3.020
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.99%
Volatility 6M:   104.12%
Volatility 1Y:   -
Volatility 3Y:   -