HSBC WAR. CALL 21 ARL/  DE000TT3BES1  /

gettex Zettex2
2/25/2021  2:50:04 PM Chg.+0.042 Bid3:03:45 PM Ask3:03:45 PM Underlying Strike price Expiration date Option type
0.140EUR +42.86% 0.130
Bid Size: 50,000
0.150
Ask Size: 50,000
AAREAL BANK AG 22.00 EUR 3/17/2021 Call

Master data

WKN: TT3BES
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: AAREAL BANK AG
Type: Warrant
Option type: Call
Strike price: 22.00 EUR
Maturity: 3/17/2021
Issue date: 8/14/2020
Last trading day: 3/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.17
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.03
Implied volatility: 0.70
Historic volatility: 0.57
Parity: 0.03
Time value: 0.10
Break-even: 23.30
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 1.19
Spread abs.: 0.04
Spread %: 30.77%
Delta: 0.49
Theta: -0.02
Omega: 8.49
Rho: 0.01
 

Quote data

Open: 0.098
High: 0.140
Low: 0.098
Previous Close: 0.098
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+211.11%
1 Month  
+102.90%
3 Months  
+16.67%
YTD  
+48.94%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.098 0.044
1M High / 1M Low: 0.098 0.044
6M High / 6M Low: 0.190 0.044
High (YTD): 1/18/2021 0.130
Low (YTD): 2/23/2021 0.044
52W High: - -
52W Low: - -
Avg. price 1W:   0.055
Avg. volume 1W:   0.000
Avg. price 1M:   0.054
Avg. volume 1M:   0.000
Avg. price 6M:   0.087
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   423.28%
Volatility 6M:   242.84%
Volatility 1Y:   -
Volatility 3Y:   -