HSBC WAR. CALL 22 BNR/  DE000TT4VY14  /

gettex Zettex2
4/14/2021  6:20:04 PM Chg.+0.0200 Bid6:40:43 PM Ask6:40:43 PM Underlying Strike price Expiration date Option type
1.1200EUR +1.82% 1.1200
Bid Size: 10,000
1.1700
Ask Size: 10,000
BRENNTAG SE NA O.N. 70.00 EUR 12/14/2022 Call

Master data

WKN: TT4VY1
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 12/14/2022
Issue date: 12/8/2020
Last trading day: 12/13/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.53
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.37
Implied volatility: 0.78
Historic volatility: 0.28
Parity: 0.37
Time value: 0.76
Break-even: 81.30
Moneyness: 1.05
Premium: 0.10
Premium p.a.: 0.06
Spread abs.: 0.05
Spread %: 4.42%
Delta: 0.36
Theta: 0.00
Omega: 2.33
Rho: 0.25
 

Quote data

Open: 1.1000
High: 1.1200
Low: 1.1000
Previous Close: 1.1000
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.82%
1 Month  
+14.29%
3 Months  
+17.89%
YTD  
+53.42%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.1100 1.0800
1M High / 1M Low: 1.1800 0.9700
6M High / 6M Low: - -
High (YTD): 3/30/2021 1.1800
Low (YTD): 3/5/2021 0.7400
52W High: - -
52W Low: - -
Avg. price 1W:   1.0980
Avg. volume 1W:   0.0000
Avg. price 1M:   1.0795
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   42.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -