HSBC WAR. CALL 21 BNR/  DE000TT4VXS7  /

gettex Zettex2
4/9/2021  7:50:00 PM Chg.+0.0100 Bid7:59:30 PM Ask7:59:30 PM Underlying Strike price Expiration date Option type
1.0700EUR +0.94% 1.0400
Bid Size: 10,000
1.0900
Ask Size: 10,000
BRENNTAG SE NA O.N. 65.00 EUR 12/15/2021 Call

Master data

WKN: TT4VXS
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 65.00 EUR
Maturity: 12/15/2021
Issue date: 12/8/2020
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.75
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.86
Implied volatility: 0.73
Historic volatility: 0.28
Parity: 0.86
Time value: 0.23
Break-even: 75.90
Moneyness: 1.13
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.05
Spread %: 4.59%
Delta: 0.45
Theta: 0.00
Omega: 3.04
Rho: 0.15
 

Quote data

Open: 1.0600
High: 1.0800
Low: 1.0600
Previous Close: 1.0600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.83%
1 Month  
+13.83%
3 Months  
+18.89%
YTD  
+64.62%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.1000 1.0600
1M High / 1M Low: 1.1300 0.8900
6M High / 6M Low: - -
High (YTD): 3/30/2021 1.1300
Low (YTD): 2/26/2021 0.6400
52W High: - -
52W Low: - -
Avg. price 1W:   1.0725
Avg. volume 1W:   0.0000
Avg. price 1M:   1.0033
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   57.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -