HSBC WAR. CALL 22 BNR/  DE000TT4VXW9  /

gettex Zettex2
4/20/2021  7:50:02 PM Chg.+0.0200 Bid7:59:58 PM Ask7:59:58 PM Underlying Strike price Expiration date Option type
1.3900EUR +1.46% 1.3700
Bid Size: 50,000
1.4200
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: 5.45
Leverage: Yes

Calculated values

Fair value: 1.07
Intrinsic value: 1.07
Implied volatility: 0.79
Historic volatility: 0.27
Parity: 1.07
Time value: 0.32
Break-even: 78.90
Moneyness: 1.17
Premium: 0.04
Premium p.a.: 0.04
Spread abs.: 0.05
Spread %: 3.60%
Delta: 0.44
Theta: 0.00
Omega: 2.41
Rho: 0.23
 

Quote data

Open: 1.3700
High: 1.4200
Low: 1.3700
Previous Close: 1.3700
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.01%
1 Month  
+19.83%
3 Months  
+33.65%
YTD  
+73.75%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.4500 1.2300
1M High / 1M Low: 1.4500 1.1400
6M High / 6M Low: - -
High (YTD): 4/16/2021 1.4500
Low (YTD): 1/5/2021 0.8000
52W High: - -
52W Low: - -
Avg. price 1W:   1.3300
Avg. volume 1W:   0.0000
Avg. price 1M:   1.2526
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   57.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -