HSBC Call 25 NCLH 15.06.2022/  DE000TT96EW9  /

Frankfurt Zert./HSBC
1/17/2022  9:50:51 AM Chg.+0.010 Bid1/17/2022 Ask1/17/2022 Underlying Strike price Expiration date Option type
0.200EUR +5.26% 0.200
Bid Size: 50,000
0.240
Ask Size: 50,000
Norwegian Cruise Lin... 25.00 USD 6/15/2022 Call

Master data

WKN: TT96EW
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Norwegian Cruise Line Holdings Ltd
Type: Warrant
Option type: Call
Strike price: 25.00 USD
Maturity: 6/15/2022
Issue date: 11/18/2021
Last trading day: 6/14/2022
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.21
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.84
Historic volatility: 0.48
Parity: -0.16
Time value: 0.22
Break-even: 24.10
Moneyness: 0.93
Premium: 0.19
Premium p.a.: 0.52
Spread abs.: 0.02
Spread %: 9.09%
Delta: 0.38
Theta: -0.01
Omega: 3.50
Rho: 0.02
 

Quote data

Open: 0.190
High: 0.200
Low: 0.190
Previous Close: 0.190
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month  
+17.65%
3 Months     -
YTD  
+25.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.210 0.150
1M High / 1M Low: 0.240 0.150
6M High / 6M Low: - -
High (YTD): 1/13/2022 0.210
Low (YTD): 1/10/2022 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.178
Avg. volume 1W:   0.000
Avg. price 1M:   0.188
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   209.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -