HSBC WAR. CALL 22 BNR/ DE000TT4VXW9 /
| 4/16/2021 11:20:04 AM | Chg.+0.0200 | Bid11:43:59 AM | Ask11:43:59 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3600EUR | +1.49% | 1.3700 Bid Size: 50,000 |
1.4000 Ask Size: 50,000 |
BRENNTAG SE NA O.N. | 65.00 EUR | 6/15/2022 | Call |
Master data
| WKN: | TT4VXW |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | BRENNTAG SE NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 65.00 EUR |
| Maturity: | 6/15/2022 |
| Issue date: | 12/8/2020 |
| Last trading day: | 6/14/2022 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.52 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.01 |
|---|---|
| Intrinsic value: | 1.01 |
| Implied volatility: | 0.79 |
| Historic volatility: | 0.28 |
| Parity: | 1.01 |
| Time value: | 0.35 |
| Break-even: | 78.60 |
| Moneyness: | 1.15 |
| Premium: | 0.05 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.05 |
| Spread %: | 3.68% |
| Delta: | 0.44 |
| Theta: | 0.00 |
| Omega: | 2.42 |
| Rho: | 0.22 |
Quote data
| Open: | 1.3400 |
|---|---|
| High: | 1.3600 |
| Low: | 1.3400 |
| Previous Close: | 1.3400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +9.68% | ||
|---|---|---|---|
| 1 Month | +24.77% | ||
| 3 Months | +34.65% | ||
| YTD | +70.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.3400 | 1.2000 |
|---|---|---|
| 1M High / 1M Low: | 1.3400 | 1.0900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 4/15/2021 | 1.3400 |
| Low (YTD): | 1/5/2021 | 0.8000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2540 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2148 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 49.96% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |