HSBC WAR. CALL 12/25 DBK/ DE000TT4VZT0 /
2024-04-23 3:35:57 PM | Chg.+0.0100 | Bid4:00:14 PM | Ask4:00:14 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4200EUR | +2.44% | 0.4200 Bid Size: 200,000 |
0.4300 Ask Size: 200,000 |
DEUTSCHE BANK AG NA ... | 12.00 EUR | 2025-12-17 | Call |
Master data
WKN: | TT4VZT |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | DEUTSCHE BANK AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 12.00 EUR |
Maturity: | 2025-12-17 |
Issue date: | 2020-12-08 |
Last trading day: | 2025-12-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 3.61 |
Leverage: | Yes |
Calculated values
Fair value: | 0.43 |
---|---|
Intrinsic value: | 0.32 |
Implied volatility: | 0.23 |
Historic volatility: | 0.24 |
Parity: | 0.32 |
Time value: | 0.10 |
Break-even: | 16.20 |
Moneyness: | 1.26 |
Premium: | 0.07 |
Premium p.a.: | 0.04 |
Spread abs.: | 0.01 |
Spread %: | 2.44% |
Delta: | 0.88 |
Theta: | 0.00 |
Omega: | 3.17 |
Rho: | 0.15 |
Quote data
Open: | 0.4100 |
---|---|
High: | 0.4200 |
Low: | 0.4100 |
Previous Close: | 0.4100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +16.67% | ||
---|---|---|---|
1 Month | +27.27% | ||
3 Months | +122.22% | ||
YTD | +82.61% | ||
1 Year | +121.05% | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 0.4100 | 0.3600 |
---|---|---|
1M High / 1M Low: | 0.4100 | 0.3400 |
6M High / 6M Low: | 0.4100 | 0.1100 |
High (YTD): | 2024-04-22 | 0.4100 |
Low (YTD): | 2024-02-09 | 0.1640 |
52W High: | 2024-04-22 | 0.4100 |
52W Low: | 2023-10-24 | 0.1100 |
Avg. price 1W: | 0.3840 | |
Avg. volume 1W: | 4,000 | |
Avg. price 1M: | 0.3763 | |
Avg. volume 1M: | 5,263.1579 | |
Avg. price 6M: | 0.2278 | |
Avg. volume 6M: | 2,575.3968 | |
Avg. price 1Y: | 0.1850 | |
Avg. volume 1Y: | 1,581.1176 | |
Volatility 1M: | 68.61% | |
Volatility 6M: | 76.40% | |
Volatility 1Y: | 80.82% | |
Volatility 3Y: | - |