HSBC Call 25 NCLH 18.01.2023/  DE000TT96F63  /

EUWAX
1/18/2022  10:04:35 AM Chg.-0.020 Bid9:10:00 PM Ask9:10:00 PM Underlying Strike price Expiration date Option type
0.330EUR -5.71% 0.310
Bid Size: 50,000
0.330
Ask Size: 50,000
Norwegian Cruise Lin... 25.00 USD 1/18/2023 Call

Master data

WKN: TT96F6
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Norwegian Cruise Line Holdings Ltd
Type: Warrant
Option type: Call
Strike price: 25.00 USD
Maturity: 1/18/2023
Issue date: 11/18/2021
Last trading day: 1/17/2023
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.13
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.97
Historic volatility: 0.60
Parity: -0.14
Time value: 0.40
Break-even: 25.91
Moneyness: 0.94
Premium: 0.26
Premium p.a.: 0.26
Spread abs.: 0.04
Spread %: 10.00%
Delta: 0.44
Theta: 0.00
Omega: 2.24
Rho: 0.05
 

Quote data

Open: 0.360
High: 0.360
Low: 0.330
Previous Close: 0.350
Turnover: 627
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.79%
1 Month  
+37.50%
3 Months     -
YTD  
+10.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.350 0.290
1M High / 1M Low: 0.400 0.250
6M High / 6M Low: - -
High (YTD): 1/4/2022 0.380
Low (YTD): 1/3/2022 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.314
Avg. volume 1W:   0.000
Avg. price 1M:   0.322
Avg. volume 1M:   800.684
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   250.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -