HSBC WAR. CALL 21 BNR/  DE000TT4VXQ1  /

gettex Zettex2
4/22/2021  7:50:00 PM Chg.+0.0100 Bid7:59:41 PM Ask7:59:41 PM Underlying Strike price Expiration date Option type
0.6300EUR +1.61% 0.6100
Bid Size: 50,000
0.6600
Ask Size: 50,000
BRENNTAG SE NA O.N. 70.00 EUR 6/16/2021 Call

Master data

WKN: TT4VXQ
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 6/16/2021
Issue date: 12/8/2020
Last trading day: 6/15/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.18
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.49
Implied volatility: 0.63
Historic volatility: 0.27
Parity: 0.49
Time value: 0.18
Break-even: 76.70
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.17
Spread abs.: 0.05
Spread %: 7.46%
Delta: 0.52
Theta: -0.02
Omega: 5.83
Rho: 0.05
 

Quote data

Open: 0.6200
High: 0.6400
Low: 0.6200
Previous Close: 0.6200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.56%
1 Month  
+61.54%
3 Months  
+61.54%
YTD  
+152.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.7600 0.6200
1M High / 1M Low: 0.7600 0.3900
6M High / 6M Low: - -
High (YTD): 4/16/2021 0.7600
Low (YTD): 3/5/2021 0.2200
52W High: - -
52W Low: - -
Avg. price 1W:   0.6760
Avg. volume 1W:   0.0000
Avg. price 1M:   0.5367
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   124.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -