HSBC WAR. CALL 21 BNR/  DE000TT4VXU3  /

gettex Zettex2
4/9/2021  7:50:00 PM Chg.0.0000 Bid7:59:37 PM Ask7:59:37 PM Underlying Strike price Expiration date Option type
0.4900EUR 0.00% 0.4600
Bid Size: 10,000
0.5100
Ask Size: 10,000
BRENNTAG SE NA O.N. 75.00 EUR 12/15/2021 Call

Master data

WKN: TT4VXU
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 75.00 EUR
Maturity: 12/15/2021
Issue date: 12/8/2020
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.16
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.28
Parity: -0.14
Time value: 0.52
Break-even: 80.20
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 0.13
Spread abs.: 0.05
Spread %: 9.62%
Delta: 0.29
Theta: 0.00
Omega: 4.09
Rho: 0.11
 

Quote data

Open: 0.4900
High: 0.4900
Low: 0.4900
Previous Close: 0.4900
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.92%
1 Month  
+8.89%
3 Months  
+6.52%
YTD  
+63.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.5200 0.4900
1M High / 1M Low: 0.5500 0.4500
6M High / 6M Low: - -
High (YTD): 3/30/2021 0.5500
Low (YTD): 2/23/2021 0.3000
52W High: - -
52W Low: - -
Avg. price 1W:   0.4975
Avg. volume 1W:   0.0000
Avg. price 1M:   0.4900
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   59.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -