HSBC WAR. CALL 21 BNR/  DE000TT4VXP3  /

gettex Zettex2
4/16/2021  7:50:01 PM Chg.+0.1300 Bid7:58:33 PM Ask7:58:33 PM Underlying Strike price Expiration date Option type
1.2100EUR +12.04% 1.1900
Bid Size: 50,000
1.2500
Ask Size: 50,000
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: 6.04
Leverage: Yes

Calculated values

Fair value: 1.18
Intrinsic value: 1.18
Implied volatility: 0.82
Historic volatility: 0.27
Parity: 1.18
Time value: 0.09
Break-even: 77.70
Moneyness: 1.18
Premium: 0.01
Premium p.a.: 0.08
Spread abs.: 0.06
Spread %: 4.72%
Delta: 0.65
Theta: -0.02
Omega: 3.94
Rho: 0.06
 

Quote data

Open: 1.0800
High: 1.2100
Low: 1.0800
Previous Close: 1.0800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.72%
1 Month  
+75.36%
3 Months  
+98.36%
YTD  
+168.89%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.2100 0.9000
1M High / 1M Low: 1.2100 0.6900
6M High / 6M Low: - -
High (YTD): 4/16/2021 1.2100
Low (YTD): 3/5/2021 0.4000
52W High: - -
52W Low: - -
Avg. price 1W:   1.0220
Avg. volume 1W:   0.0000
Avg. price 1M:   0.8848
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -