HSBC WAR. CALL 22 BNR/  DE000TT4VY22  /

gettex Zettex2
4/15/2021  7:50:03 PM Chg.+0.0700 Bid7:58:26 PM Ask7:58:26 PM Underlying Strike price Expiration date Option type
0.9500EUR +7.95% 0.9100
Bid Size: 10,000
0.9600
Ask Size: 10,000
BRENNTAG SE NA O.N. 75.00 EUR 12/14/2022 Call

Master data

WKN: TT4VY2
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 75.00 EUR
Maturity: 12/14/2022
Issue date: 12/8/2020
Last trading day: 12/13/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.08
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.28
Parity: -0.07
Time value: 0.92
Break-even: 84.20
Moneyness: 0.99
Premium: 0.13
Premium p.a.: 0.08
Spread abs.: 0.05
Spread %: 5.43%
Delta: 0.31
Theta: 0.00
Omega: 2.51
Rho: 0.23
 

Quote data

Open: 0.8800
High: 0.9500
Low: 0.8800
Previous Close: 0.8800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.20%
1 Month  
+20.25%
3 Months  
+28.38%
YTD  
+66.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.9500 0.8500
1M High / 1M Low: 0.9500 0.7900
6M High / 6M Low: - -
High (YTD): 4/15/2021 0.9500
Low (YTD): 1/5/2021 0.5800
52W High: - -
52W Low: - -
Avg. price 1W:   0.8820
Avg. volume 1W:   0.0000
Avg. price 1M:   0.8719
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   48.31%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -