HSBC WAR. CALL 21 BNR/ DE000TT4VXM0 /
| 3/2/2021 9:50:00 AM | Chg.+0.010 | Bid3/2/2021 | Ask3/2/2021 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.210EUR | +5.00% | 0.210 Bid Size: 50,000 |
0.240 Ask Size: 50,000 |
BRENNTAG SE NA O.N. | 65.00 EUR | 3/17/2021 | Call |
Master data
| WKN: | TT4VXM |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | BRENNTAG SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 65.00 EUR |
| Maturity: | 3/17/2021 |
| Issue date: | 12/8/2020 |
| Last trading day: | 3/16/2021 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 32.13 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.11 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.55 |
| Historic volatility: | 0.37 |
| Parity: | -0.07 |
| Time value: | 0.20 |
| Break-even: | 67.00 |
| Moneyness: | 0.99 |
| Premium: | 0.04 |
| Premium p.a.: | 1.59 |
| Spread abs.: | 0.05 |
| Spread %: | 25.00% |
| Delta: | 0.40 |
| Theta: | -0.05 |
| Omega: | 12.91 |
| Rho: | 0.01 |
Quote data
| Open: | 0.200 |
|---|---|
| High: | 0.210 |
| Low: | 0.200 |
| Previous Close: | 0.200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.00% | ||
|---|---|---|---|
| 1 Month | -47.50% | ||
| 3 Months | - | ||
| YTD | -30.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.230 | 0.190 |
|---|---|---|
| 1M High / 1M Low: | 0.410 | 0.190 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/7/2021 | 0.560 |
| Low (YTD): | 2/26/2021 | 0.190 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.206 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.291 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 181.99% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |