HSBC WAR. CALL 22 BNR/  DE000TT4VY06  /

gettex Zettex2
4/22/2021  7:50:00 PM Chg.+0.0200 Bid7:59:41 PM Ask7:59:41 PM Underlying Strike price Expiration date Option type
1.4900EUR +1.36% 1.4600
Bid Size: 50,000
1.5100
Ask Size: 50,000
BRENNTAG SE NA O.N. 65.00 EUR 12/14/2022 Call

Master data

WKN: TT4VY0
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 65.00 EUR
Maturity: 12/14/2022
Issue date: 12/8/2020
Last trading day: 12/13/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.93
Leverage: Yes

Calculated values

Fair value: 0.99
Intrinsic value: 0.99
Implied volatility: 0.84
Historic volatility: 0.27
Parity: 0.99
Time value: 0.53
Break-even: 80.20
Moneyness: 1.15
Premium: 0.07
Premium p.a.: 0.04
Spread abs.: 0.05
Spread %: 3.29%
Delta: 0.43
Theta: 0.00
Omega: 2.11
Rho: 0.28
 

Quote data

Open: 1.4700
High: 1.4900
Low: 1.4700
Previous Close: 1.4700
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+17.32%
3 Months  
+25.21%
YTD  
+60.22%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.6000 1.4700
1M High / 1M Low: 1.6000 1.2700
6M High / 6M Low: - -
High (YTD): 4/16/2021 1.6000
Low (YTD): 3/4/2021 0.9200
52W High: - -
52W Low: - -
Avg. price 1W:   1.5260
Avg. volume 1W:   0.0000
Avg. price 1M:   1.4133
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   49.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -