HSBC WAR. CALL 21 BNR/ DE000TT4VXR9 /
| 4/9/2021 7:50:03 PM | Chg.+0.0100 | Bid7:59:30 PM | Ask7:59:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4700EUR | +0.68% | 1.4400 Bid Size: 10,000 |
1.4900 Ask Size: 10,000 |
BRENNTAG SE NA O.N. | 60.00 EUR | 12/15/2021 | Call |
Master data
| WKN: | TT4VXR |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | BRENNTAG SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 60.00 EUR |
| Maturity: | 12/15/2021 |
| Issue date: | 12/8/2020 |
| Last trading day: | 12/14/2021 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.36 |
|---|---|
| Intrinsic value: | 1.36 |
| Implied volatility: | 0.81 |
| Historic volatility: | 0.28 |
| Parity: | 1.36 |
| Time value: | 0.13 |
| Break-even: | 74.90 |
| Moneyness: | 1.23 |
| Premium: | 0.02 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.05 |
| Spread %: | 3.36% |
| Delta: | 0.53 |
| Theta: | 0.00 |
| Omega: | 2.62 |
| Rho: | 0.16 |
Quote data
| Open: | 1.4600 |
|---|---|
| High: | 1.4800 |
| Low: | 1.4600 |
| Previous Close: | 1.4600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.68% | ||
|---|---|---|---|
| 1 Month | +18.55% | ||
| 3 Months | +30.09% | ||
| YTD | +59.78% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.5000 | 1.4500 |
|---|---|---|
| 1M High / 1M Low: | 1.5000 | 1.2300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 4/6/2021 | 1.5000 |
| Low (YTD): | 2/26/2021 | 0.9100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.4700 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3732 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 44.47% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |