HSBC Call 28 NCLH 14.12.2022/  DE000TT96F22  /

Frankfurt Zert./HSBC
1/19/2022  9:36:04 PM Chg.-0.010 Bid9:53:05 PM Ask9:53:05 PM Underlying Strike price Expiration date Option type
0.200EUR -4.76% 0.190
Bid Size: 50,000
0.210
Ask Size: 50,000
Norwegian Cruise Lin... 28.00 USD 12/14/2022 Call

Master data

WKN: TT96F2
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Norwegian Cruise Line Holdings Ltd
Type: Warrant
Option type: Call
Strike price: 28.00 USD
Maturity: 12/14/2022
Issue date: 11/18/2021
Last trading day: 12/13/2022
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.43
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.89
Historic volatility: 0.48
Parity: -0.53
Time value: 0.23
Break-even: 27.02
Moneyness: 0.78
Premium: 0.39
Premium p.a.: 0.44
Spread abs.: 0.02
Spread %: 8.70%
Delta: 0.32
Theta: 0.00
Omega: 2.69
Rho: 0.04
 

Quote data

Open: 0.190
High: 0.210
Low: 0.190
Previous Close: 0.210
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.76%
1 Month
  -4.76%
3 Months     -
YTD
  -4.76%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.250 0.210
1M High / 1M Low: 0.280 0.190
6M High / 6M Low: - -
High (YTD): 1/17/2022 0.250
Low (YTD): 1/10/2022 0.190
52W High: - -
52W Low: - -
Avg. price 1W:   0.232
Avg. volume 1W:   0.000
Avg. price 1M:   0.232
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   171.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -