HSBC WAR. CALL 21 BNR/  DE000TT4VXQ1  /

gettex Zettex2
4/15/2021  7:20:02 PM Chg.+0.0900 Bid7:36:07 PM Ask7:36:07 PM Underlying Strike price Expiration date Option type
0.6400EUR +16.36% 0.6000
Bid Size: 10,000
0.6500
Ask Size: 10,000
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: 12.60
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.43
Implied volatility: 0.57
Historic volatility: 0.28
Parity: 0.43
Time value: 0.16
Break-even: 75.90
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.05
Spread %: 8.47%
Delta: 0.49
Theta: -0.01
Omega: 6.18
Rho: 0.05
 

Quote data

Open: 0.5600
High: 0.6500
Low: 0.5600
Previous Close: 0.5500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.08%
1 Month  
+68.42%
3 Months  
+72.97%
YTD  
+156.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.5500 0.5000
1M High / 1M Low: 0.5500 0.3700
6M High / 6M Low: - -
High (YTD): 4/14/2021 0.5500
Low (YTD): 3/5/2021 0.2200
52W High: - -
52W Low: - -
Avg. price 1W:   0.5260
Avg. volume 1W:   0.0000
Avg. price 1M:   0.4686
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.35%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -