HSBC WAR. CALL 21 BNR/  DE000TT4VXT5  /

gettex Zettex2
4/9/2021  7:50:00 PM Chg.+0.0100 Bid7:59:30 PM Ask7:59:30 PM Underlying Strike price Expiration date Option type
0.7500EUR +1.35% 0.7200
Bid Size: 10,000
0.7700
Ask Size: 10,000
BRENNTAG SE NA O.N. 70.00 EUR 12/15/2021 Call

Master data

WKN: TT4VXT
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 12/15/2021
Issue date: 12/8/2020
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.56
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.36
Implied volatility: 0.66
Historic volatility: 0.28
Parity: 0.36
Time value: 0.41
Break-even: 77.70
Moneyness: 1.05
Premium: 0.06
Premium p.a.: 0.08
Spread abs.: 0.05
Spread %: 6.49%
Delta: 0.37
Theta: 0.00
Omega: 3.52
Rho: 0.13
 

Quote data

Open: 0.7400
High: 0.7500
Low: 0.7400
Previous Close: 0.7400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.32%
1 Month  
+19.05%
3 Months  
+19.05%
YTD  
+66.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.7700 0.7400
1M High / 1M Low: 0.8100 0.6300
6M High / 6M Low: - -
High (YTD): 3/30/2021 0.8100
Low (YTD): 2/26/2021 0.4500
52W High: - -
52W Low: - -
Avg. price 1W:   0.7500
Avg. volume 1W:   0.0000
Avg. price 1M:   0.7100
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -