HSBC WAR. CALL 21 BNR/  DE000TT4VXN8  /

gettex Zettex2
3/3/2021  7:20:01 PM Chg.-0.0070 Bid7:31:27 PM Ask7:31:27 PM Underlying Strike price Expiration date Option type
0.0540EUR -11.48% 0.0190
Bid Size: 10,000
0.0710
Ask Size: 10,000
BRENNTAG SE NA O.N. 70.00 EUR 3/17/2021 Call

Master data

WKN: TT4VXN
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 3/17/2021
Issue date: 12/8/2020
Last trading day: 3/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 87.68
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.37
Parity: -0.51
Time value: 0.07
Break-even: 70.74
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 8.53
Spread abs.: 0.05
Spread %: 70.27%
Delta: 0.20
Theta: -0.05
Omega: 17.45
Rho: 0.00
 

Quote data

Open: 0.0600
High: 0.0600
Low: 0.0540
Previous Close: 0.0610
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.92%
1 Month
  -70.00%
3 Months     -
YTD
  -55.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.065 0.061
1M High / 1M Low: 0.180 0.061
6M High / 6M Low: - -
High (YTD): 1/8/2021 0.280
Low (YTD): 3/2/2021 0.061
52W High: - -
52W Low: - -
Avg. price 1W:   0.063
Avg. volume 1W:   0.000
Avg. price 1M:   0.102
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -