HSBC WAR. CALL 22 BNR/  DE000TT4VXW9  /

gettex Zettex2
6/16/2021  5:20:04 PM Chg.+0.0300 Bid5:22:04 PM Ask5:22:04 PM Underlying Strike price Expiration date Option type
1.5300EUR +2.00% 1.5300
Bid Size: 10,000
1.5800
Ask Size: 10,000
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: 5.05
Leverage: Yes

Calculated values

Fair value: 1.18
Intrinsic value: 1.18
Implied volatility: 0.82
Historic volatility: 0.22
Parity: 1.18
Time value: 0.34
Break-even: 80.20
Moneyness: 1.18
Premium: 0.04
Premium p.a.: 0.04
Spread abs.: 0.05
Spread %: 3.29%
Delta: 0.48
Theta: 0.00
Omega: 2.41
Rho: 0.21
 

Quote data

Open: 1.5000
High: 1.5300
Low: 1.4900
Previous Close: 1.5000
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.75%
1 Month  
+14.18%
3 Months  
+40.37%
YTD  
+91.25%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.5000 1.4000
1M High / 1M Low: 1.5300 1.2900
6M High / 6M Low: 1.5300 0.7600
High (YTD): 6/1/2021 1.5300
Low (YTD): 1/5/2021 0.8000
52W High: - -
52W Low: - -
Avg. price 1W:   1.4340
Avg. volume 1W:   0.0000
Avg. price 1M:   1.4305
Avg. volume 1M:   0.0000
Avg. price 6M:   1.1315
Avg. volume 6M:   0.0000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   48.12%
Volatility 6M:   74.24%
Volatility 1Y:   -
Volatility 3Y:   -