HSBC WAR. CALL 22 VAR1/  DE000TR9XWT4  /

gettex Zettex2
1/18/2022  1:35:02 PM Chg.-0.0700 Bid1:50:15 PM Ask1:50:15 PM Underlying Strike price Expiration date Option type
0.7000EUR -9.09% 0.6600
Bid Size: 10,000
0.7200
Ask Size: 10,000
VARTA AG O.N. 120.00 EUR 6/15/2022 Call

Master data

WKN: TR9XWT
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: VARTA AG O.N.
Type: Warrant
Option type: Call
Strike price: 120.00 EUR
Maturity: 6/15/2022
Issue date: 12/19/2019
Last trading day: 6/14/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.76
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.55
Parity: -1.41
Time value: 0.83
Break-even: 128.30
Moneyness: 0.88
Premium: 0.21
Premium p.a.: 0.61
Spread abs.: 0.11
Spread %: 13.25%
Delta: 0.32
Theta: -0.02
Omega: 4.02
Rho: 0.10
 

Quote data

Open: 0.7700
High: 0.7700
Low: 0.7000
Previous Close: 0.7700
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month
  -31.37%
3 Months
  -70.83%
YTD
  -46.56%
1 Year
  -62.77%
3 Years     -
5 Years     -
1W High / 1W Low: 0.9100 0.7700
1M High / 1M Low: 1.4800 0.7700
6M High / 6M Low: 5.1100 0.7700
High (YTD): 1/3/2022 1.4800
Low (YTD): 1/17/2022 0.7700
52W High: 2/16/2021 6.0400
52W Low: 1/17/2022 0.7700
Avg. price 1W:   0.8520
Avg. volume 1W:   0.0000
Avg. price 1M:   1.0721
Avg. volume 1M:   0.0000
Avg. price 6M:   2.0029
Avg. volume 6M:   8.3721
Avg. price 1Y:   2.4132
Avg. volume 1Y:   34.5313
Volatility 1M:   124.90%
Volatility 6M:   150.53%
Volatility 1Y:   153.96%
Volatility 3Y:   -