HSBC WAR. CALL 22 BNR/  DE000TT4VY06  /

gettex Zettex2
4/14/2021  6:50:03 PM Chg.+0.0300 Bid6:50:34 PM Ask6:50:34 PM Underlying Strike price Expiration date Option type
1.4100EUR +2.17% 1.4000
Bid Size: 10,000
1.4500
Ask Size: 10,000
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: 5.23
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.87
Implied volatility: 0.83
Historic volatility: 0.28
Parity: 0.87
Time value: 0.54
Break-even: 79.10
Moneyness: 1.13
Premium: 0.07
Premium p.a.: 0.04
Spread abs.: 0.05
Spread %: 3.55%
Delta: 0.41
Theta: 0.00
Omega: 2.16
Rho: 0.27
 

Quote data

Open: 1.3800
High: 1.4100
Low: 1.3800
Previous Close: 1.3800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.92%
1 Month  
+14.63%
3 Months  
+18.49%
YTD  
+51.61%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.3900 1.3600
1M High / 1M Low: 1.4600 1.2200
6M High / 6M Low: - -
High (YTD): 3/30/2021 1.4600
Low (YTD): 3/4/2021 0.9200
52W High: - -
52W Low: - -
Avg. price 1W:   1.3740
Avg. volume 1W:   0.0000
Avg. price 1M:   1.3460
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   40.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -