HSBC WAR. CALL 22 BNR/  DE000TT4VXV1  /

gettex Zettex2
4/16/2021  7:50:01 PM Chg.+0.1200 Bid7:59:48 PM Ask7:59:48 PM Underlying Strike price Expiration date Option type
1.8300EUR +7.02% 1.8100
Bid Size: 50,000
1.8600
Ask Size: 50,000
BRENNTAG SE NA O.N. 60.00 EUR 6/15/2022 Call

Master data

WKN: TT4VXV
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 6/15/2022
Issue date: 12/8/2020
Last trading day: 6/14/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.08
Leverage: Yes

Calculated values

Fair value: 1.68
Intrinsic value: 1.68
Implied volatility: 0.88
Historic volatility: 0.27
Parity: 1.68
Time value: 0.20
Break-even: 78.80
Moneyness: 1.28
Premium: 0.03
Premium p.a.: 0.02
Spread abs.: 0.05
Spread %: 2.66%
Delta: 0.52
Theta: 0.00
Omega: 2.12
Rho: 0.25
 

Quote data

Open: 1.7100
High: 1.8300
Low: 1.7100
Previous Close: 1.7100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.56%
1 Month  
+22.00%
3 Months  
+41.86%
YTD  
+71.03%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.8300 1.5100
1M High / 1M Low: 1.8300 1.4500
6M High / 6M Low: - -
High (YTD): 4/16/2021 1.8300
Low (YTD): 2/26/2021 1.0700
52W High: - -
52W Low: - -
Avg. price 1W:   1.6460
Avg. volume 1W:   0.0000
Avg. price 1M:   1.5720
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   49.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -