HSBC WAR. CALL 22 BNR/  DE000TT4VXX7  /

gettex Zettex2
4/15/2021  7:50:03 PM Chg.+0.0800 Bid7:58:26 PM Ask7:58:26 PM Underlying Strike price Expiration date Option type
1.0100EUR +8.60% 0.9700
Bid Size: 10,000
1.0200
Ask Size: 10,000
BRENNTAG SE NA O.N. 70.00 EUR 6/15/2022 Call

Master data

WKN: TT4VXX
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 6/15/2022
Issue date: 12/8/2020
Last trading day: 6/14/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.74
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.43
Implied volatility: 0.71
Historic volatility: 0.28
Parity: 0.43
Time value: 0.53
Break-even: 79.60
Moneyness: 1.06
Premium: 0.07
Premium p.a.: 0.06
Spread abs.: 0.05
Spread %: 5.21%
Delta: 0.36
Theta: 0.00
Omega: 2.76
Rho: 0.20
 

Quote data

Open: 0.9300
High: 1.0100
Low: 0.9300
Previous Close: 0.9300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.60%
1 Month  
+24.69%
3 Months  
+29.49%
YTD  
+68.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.0100 0.8900
1M High / 1M Low: 1.0100 0.8100
6M High / 6M Low: - -
High (YTD): 4/15/2021 1.0100
Low (YTD): 1/5/2021 0.6100
52W High: - -
52W Low: - -
Avg. price 1W:   0.9320
Avg. volume 1W:   0.0000
Avg. price 1M:   0.9105
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -