HSBC WAR. CALL 21 BNR/  DE000TT5HWB1  /

gettex Zettex2
4/12/2021  7:50:03 PM Chg.-0.0200 Bid7:58:20 PM Ask7:58:20 PM Underlying Strike price Expiration date Option type
0.2300EUR -8.00% 0.1900
Bid Size: 10,000
0.2400
Ask Size: 10,000
BRENNTAG SE NA O.N. 75.00 EUR 6/16/2021 Call

Master data

WKN: TT5HWB
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 75.00 EUR
Maturity: 6/16/2021
Issue date: 1/18/2021
Last trading day: 6/15/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 27.27
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.28
Parity: -0.14
Time value: 0.27
Break-even: 77.70
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.35
Spread abs.: 0.05
Spread %: 18.52%
Delta: 0.31
Theta: -0.01
Omega: 8.54
Rho: 0.04
 

Quote data

Open: 0.2500
High: 0.2500
Low: 0.2300
Previous Close: 0.2500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.81%
1 Month  
+27.78%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.2700 0.2300
1M High / 1M Low: 0.2700 0.1800
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.2500
Avg. volume 1W:   0.0000
Avg. price 1M:   0.2247
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -