HSBC Call 25 NCLH 18.01.2023/  DE000TT96F63  /

EUWAX
1/19/2022  8:49:14 AM Chg.-0.040 Bid10:49:47 AM Ask10:49:47 AM Underlying Strike price Expiration date Option type
0.290EUR -12.12% 0.300
Bid Size: 50,000
0.340
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: 6.06
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.93
Historic volatility: 0.48
Parity: -0.27
Time value: 0.32
Break-even: 25.27
Moneyness: 0.88
Premium: 0.30
Premium p.a.: 0.30
Spread abs.: 0.02
Spread %: 6.25%
Delta: 0.39
Theta: 0.00
Omega: 2.38
Rho: 0.04
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.33%
1 Month  
+20.83%
3 Months     -
YTD
  -3.33%
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:   0.322
Avg. volume 1W:   380
Avg. price 1M:   0.322
Avg. volume 1M:   855.650
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   246.30%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -