HSBC WAR. CALL 21 BNR/  DE000TT4VXM0  /

gettex Zettex2
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:   -