HSBC WAR. CALL 21 BNR/  DE000TT4VXT5  /

gettex Zettex2
5/7/2021  7:50:02 PM Chg.+0.0200 Bid7:59:11 PM Ask7:59:11 PM Underlying Strike price Expiration date Option type
0.8800EUR +2.33% 0.8700
Bid Size: 10,000
0.9200
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: 8.60
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.57
Implied volatility: 0.67
Historic volatility: 0.25
Parity: 0.57
Time value: 0.31
Break-even: 78.80
Moneyness: 1.08
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.05
Spread %: 5.68%
Delta: 0.41
Theta: 0.00
Omega: 3.50
Rho: 0.13
 

Quote data

Open: 0.8600
High: 0.8800
Low: 0.8600
Previous Close: 0.8600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.64%
1 Month  
+18.92%
3 Months  
+62.96%
YTD  
+95.56%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.8800 0.7600
1M High / 1M Low: 0.9300 0.7200
6M High / 6M Low: - -
High (YTD): 4/16/2021 0.9300
Low (YTD): 2/26/2021 0.4500
52W High: - -
52W Low: - -
Avg. price 1W:   0.8280
Avg. volume 1W:   0.0000
Avg. price 1M:   0.8232
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.35%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -