HSBC Call 25 NCLH 15.06.2022/  DE000TT96EW9  /

EUWAX
1/21/2022  8:49:27 AM Chg.-0.020 Bid10:00:07 PM Ask10:00:07 PM Underlying Strike price Expiration date Option type
0.120EUR -14.29% -
Bid Size: -
-
Ask Size: -
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: 11.63
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.85
Historic volatility: 0.49
Parity: -0.35
Time value: 0.16
Break-even: 23.70
Moneyness: 0.84
Premium: 0.27
Premium p.a.: 0.84
Spread abs.: 0.04
Spread %: 25.00%
Delta: 0.32
Theta: -0.01
Omega: 3.72
Rho: 0.02
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.84%
1 Month
  -33.33%
3 Months     -
YTD
  -25.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.200 0.140
1M High / 1M Low: 0.240 0.130
6M High / 6M Low: - -
High (YTD): 1/18/2022 0.200
Low (YTD): 1/3/2022 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.174
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   233.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -