HSBC WAR. CALL 22 VAR1/  DE000TT5ZPY9  /

gettex Zettex2
11/29/2021  7:50:00 PM Chg.0.0000 Bid7:59:59 PM Ask7:59:59 PM Underlying Strike price Expiration date Option type
0.0630EUR 0.00% 0.0080
Bid Size: 10,000
0.1100
Ask Size: 10,000
VARTA AG O.N. 180.00 EUR 3/16/2022 Call

Master data

WKN: TT5ZPY
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: VARTA AG O.N.
Type: Warrant
Option type: Call
Strike price: 180.00 EUR
Maturity: 3/16/2022
Issue date: 3/9/2021
Last trading day: 3/15/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 104.55
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.56
Parity: -6.50
Time value: 0.11
Break-even: 181.10
Moneyness: 0.64
Premium: 0.57
Premium p.a.: 3.71
Spread abs.: 0.11
Spread %: 99.09%
Delta: 0.07
Theta: -0.02
Omega: 7.10
Rho: 0.02
 

Quote data

Open: 0.0630
High: 0.0630
Low: 0.0630
Previous Close: 0.0630
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -60.63%
3 Months
  -87.40%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.0630 0.0630
1M High / 1M Low: 0.1700 0.0630
6M High / 6M Low: 1.6700 0.0630
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.0630
Avg. volume 1W:   0.0000
Avg. price 1M:   0.0867
Avg. volume 1M:   0.0000
Avg. price 6M:   0.4737
Avg. volume 6M:   0.0000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   173.64%
Volatility 6M:   198.65%
Volatility 1Y:   -
Volatility 3Y:   -