HSBC WAR. CALL 21 BNR/  DE000TT4VXR9  /

gettex Zettex2
4/14/2021  7:20:02 PM Chg.+0.0400 Bid7:37:14 PM Ask7:37:14 PM Underlying Strike price Expiration date Option type
1.5100EUR +2.72% 1.5000
Bid Size: 10,000
1.5500
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: 4.92
Leverage: Yes

Calculated values

Fair value: 1.37
Intrinsic value: 1.37
Implied volatility: 0.82
Historic volatility: 0.28
Parity: 1.37
Time value: 0.13
Break-even: 75.00
Moneyness: 1.23
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.05
Spread %: 3.33%
Delta: 0.53
Theta: 0.00
Omega: 2.62
Rho: 0.16
 

Quote data

Open: 1.4700
High: 1.5100
Low: 1.4700
Previous Close: 1.4700
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.14%
1 Month  
+21.77%
3 Months  
+27.97%
YTD  
+64.13%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.4700 1.4200
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:   1.4540
Avg. volume 1W:   0.0000
Avg. price 1M:   1.3870
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   46.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -