HSBC WAR. CALL 21 BNR/  DE000TT4VXS7  /

gettex Zettex2
4/12/2021  5:20:00 PM Chg.-0.0400 Bid5:29:40 PM Ask5:29:40 PM Underlying Strike price Expiration date Option type
1.0300EUR -3.74% -
Bid Size: 10,000
-
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: 1.0700
High: 1.0700
Low: 1.0300
Previous Close: 1.0700
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.50%
1 Month  
+13.19%
3 Months  
+22.62%
YTD  
+58.46%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.1000 1.0600
1M High / 1M Low: 1.1300 0.9100
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:   1.0126
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   55.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -