HSBC WAR. CALL 22 BNR/  DE000TT4VXY5  /

gettex Zettex2
4/19/2021  9:00:25 AM Chg.0.0000 Bid9:10:46 AM Ask9:10:46 AM Underlying Strike price Expiration date Option type
0.8300EUR 0.00% 0.8100
Bid Size: 50,000
0.8400
Ask Size: 50,000
BRENNTAG SE NA O.N. 75.00 EUR 6/15/2022 Call

Master data

WKN: TT4VXY
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 75.00 EUR
Maturity: 6/15/2022
Issue date: 12/8/2020
Last trading day: 6/14/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.72
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.18
Implied volatility: 0.70
Historic volatility: 0.27
Parity: 0.18
Time value: 0.70
Break-even: 83.80
Moneyness: 1.02
Premium: 0.09
Premium p.a.: 0.08
Spread abs.: 0.05
Spread %: 5.68%
Delta: 0.33
Theta: 0.00
Omega: 2.88
Rho: 0.19
 

Quote data

Open: 0.8300
High: 0.8300
Low: 0.8300
Previous Close: 0.8300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.88%
1 Month  
+22.06%
3 Months  
+40.68%
YTD  
+84.44%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.8300 0.6700
1M High / 1M Low: 0.8300 0.6700
6M High / 6M Low: - -
High (YTD): 4/16/2021 0.8300
Low (YTD): 1/5/2021 0.4600
52W High: - -
52W Low: - -
Avg. price 1W:   0.7260
Avg. volume 1W:   0.0000
Avg. price 1M:   0.7132
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.98%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -