HSBC WAR. CALL 21 BNR/  DE000TT4VXP3  /

gettex Zettex2
4/14/2021  7:50:03 PM Chg.+0.0400 Bid7:59:23 PM Ask7:59:23 PM Underlying Strike price Expiration date Option type
0.9800EUR +4.26% 0.9600
Bid Size: 10,000
1.0100
Ask Size: 10,000
BRENNTAG SE NA O.N. 65.00 EUR 6/16/2021 Call

Master data

WKN: TT4VXP
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 65.00 EUR
Maturity: 6/16/2021
Issue date: 12/8/2020
Last trading day: 6/15/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.60
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.87
Implied volatility: 0.71
Historic volatility: 0.28
Parity: 0.87
Time value: 0.10
Break-even: 74.70
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.05
Spread %: 5.15%
Delta: 0.60
Theta: -0.01
Omega: 4.55
Rho: 0.06
 

Quote data

Open: 0.9400
High: 0.9800
Low: 0.9400
Previous Close: 0.9400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.52%
1 Month  
+44.12%
3 Months  
+48.48%
YTD  
+117.78%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.9400 0.9000
1M High / 1M Low: 0.9600 0.6800
6M High / 6M Low: - -
High (YTD): 4/6/2021 0.9600
Low (YTD): 3/5/2021 0.4000
52W High: - -
52W Low: - -
Avg. price 1W:   0.9260
Avg. volume 1W:   0.0000
Avg. price 1M:   0.8335
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   69.49%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -