HSBC WAR. CALL 21 SQU/  DE000TT4M855  /

gettex Zettex2
10/20/2021  7:50:00 PM Chg.+0.0400 Bid7:58:01 PM Ask7:58:01 PM Underlying Strike price Expiration date Option type
2.1800EUR +1.87% 2.1700
Bid Size: 20,000
2.2100
Ask Size: 20,000
VINCI S.A. INH. EO... 70.00 EUR 12/15/2021 Call

Master data

WKN: TT4M85
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 12/15/2021
Issue date: 10/12/2020
Last trading day: 12/14/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.14
Leverage: Yes

Calculated values

Fair value: 2.07
Intrinsic value: 2.07
Implied volatility: 1.04
Historic volatility: 0.30
Parity: 2.07
Time value: 0.12
Break-even: 91.90
Moneyness: 1.30
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.04
Spread %: 1.83%
Delta: 0.73
Theta: -0.04
Omega: 3.04
Rho: 0.07
 

Quote data

Open: 2.2200
High: 2.2900
Low: 2.1500
Previous Close: 2.1400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.10%
1 Month  
+27.49%
3 Months  
+23.16%
YTD  
+26.01%
1 Year  
+87.93%
3 Years     -
5 Years     -
1W High / 1W Low: 2.1400 1.9800
1M High / 1M Low: 2.3100 1.7100
6M High / 6M Low: 2.7300 1.7100
High (YTD): 6/15/2021 2.7300
Low (YTD): 1/27/2021 1.3200
52W High: 6/15/2021 2.7300
52W Low: 10/28/2020 0.7600
Avg. price 1W:   2.0400
Avg. volume 1W:   0.0000
Avg. price 1M:   2.0427
Avg. volume 1M:   0.0000
Avg. price 6M:   2.2232
Avg. volume 6M:   0.0000
Avg. price 1Y:   2.0222
Avg. volume 1Y:   11.8110
Volatility 1M:   101.16%
Volatility 6M:   74.08%
Volatility 1Y:   122.38%
Volatility 3Y:   -