HSBC WAR. CALL 22 BNR/ DE000TT4VXY5 /
| 4/12/2021 6:20:02 PM | Chg.-0.0200 | Bid6:29:03 PM | Ask6:29:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6700EUR | -2.90% | 0.6300 Bid Size: 10,000 |
0.6800 Ask Size: 10,000 |
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: | 10.37 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.68 |
| Historic volatility: | 0.28 |
| Parity: | -0.14 |
| Time value: | 0.71 |
| Break-even: | 82.10 |
| Moneyness: | 0.98 |
| Premium: | 0.12 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.05 |
| Spread %: | 7.04% |
| Delta: | 0.29 |
| Theta: | 0.00 |
| Omega: | 3.02 |
| Rho: | 0.17 |
Quote data
| Open: | 0.6900 |
|---|---|
| High: | 0.6900 |
| Low: | 0.6700 |
| Previous Close: | 0.6900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.67% | ||
|---|---|---|---|
| 1 Month | +9.84% | ||
| 3 Months | +9.84% | ||
| YTD | +48.89% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.7200 | 0.6800 |
|---|---|---|
| 1M High / 1M Low: | 0.7800 | 0.6100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 3/30/2021 | 0.7800 |
| Low (YTD): | 1/5/2021 | 0.4600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6975 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6911 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 57.13% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |