HSBC WAR. CALL 21 BNR/  DE000TT5HWB1  /

gettex Zettex2
4/16/2021  11:20:00 AM Chg.0.0000 Bid11:37:54 AM Ask11:37:54 AM Underlying Strike price Expiration date Option type
0.3100EUR 0.00% 0.3200
Bid Size: 50,000
0.3500
Ask Size: 50,000
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: 23.46
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.01
Implied volatility: 0.48
Historic volatility: 0.28
Parity: 0.01
Time value: 0.31
Break-even: 78.20
Moneyness: 1.00
Premium: 0.04
Premium p.a.: 0.28
Spread abs.: 0.05
Spread %: 15.63%
Delta: 0.36
Theta: -0.01
Omega: 8.36
Rho: 0.04
 

Quote data

Open: 0.3100
High: 0.3100
Low: 0.3100
Previous Close: 0.3100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.00%
1 Month  
+72.22%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.3100 0.2300
1M High / 1M Low: 0.3100 0.1800
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.2560
Avg. volume 1W:   0.0000
Avg. price 1M:   0.2319
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -