HSBC WAR. CALL 22 BNR/  DE000TT4VY22  /

gettex Zettex2
4/14/2021  7:50:02 PM Chg.+0.0200 Bid7:59:33 PM Ask7:59:33 PM Underlying Strike price Expiration date Option type
0.8800EUR +2.33% 0.8700
Bid Size: 10,000
0.9200
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: 8.29
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.28
Parity: -0.13
Time value: 0.89
Break-even: 83.90
Moneyness: 0.98
Premium: 0.14
Premium p.a.: 0.08
Spread abs.: 0.05
Spread %: 5.62%
Delta: 0.30
Theta: 0.00
Omega: 2.51
Rho: 0.22
 

Quote data

Open: 0.8600
High: 0.8800
Low: 0.8600
Previous Close: 0.8600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.33%
1 Month  
+11.39%
3 Months  
+14.29%
YTD  
+54.39%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.8700 0.8500
1M High / 1M Low: 0.9400 0.7900
6M High / 6M Low: - -
High (YTD): 4/1/2021 0.9400
Low (YTD): 1/5/2021 0.5800
52W High: - -
52W Low: - -
Avg. price 1W:   0.8600
Avg. volume 1W:   0.0000
Avg. price 1M:   0.8640
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   42.49%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -