HSBC WAR. CALL 22 BNR/  DE000TT4VXZ2  /

gettex Zettex2
4/13/2021  7:50:02 PM Chg.+0.0300 Bid7:57:59 PM Ask7:57:59 PM Underlying Strike price Expiration date Option type
1.7000EUR +1.80% 1.6800
Bid Size: 10,000
1.7300
Ask Size: 10,000
BRENNTAG SE NA O.N. 60.00 EUR 12/14/2022 Call

Master data

WKN: TT4VXZ
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 12/14/2022
Issue date: 12/8/2020
Last trading day: 12/13/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.35
Leverage: Yes

Calculated values

Fair value: 1.30
Intrinsic value: 1.30
Implied volatility: 0.87
Historic volatility: 0.28
Parity: 1.30
Time value: 0.38
Break-even: 76.80
Moneyness: 1.22
Premium: 0.05
Premium p.a.: 0.03
Spread abs.: 0.05
Spread %: 2.98%
Delta: 0.46
Theta: 0.00
Omega: 2.01
Rho: 0.28
 

Quote data

Open: 1.6700
High: 1.7000
Low: 1.6700
Previous Close: 1.6700
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.30%
1 Month  
+11.84%
3 Months  
+15.65%
YTD  
+41.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.7400 1.6700
1M High / 1M Low: 1.7700 1.5100
6M High / 6M Low: - -
High (YTD): 3/30/2021 1.7700
Low (YTD): 3/5/2021 1.1700
52W High: - -
52W Low: - -
Avg. price 1W:   1.7000
Avg. volume 1W:   0.0000
Avg. price 1M:   1.6474
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   35.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -