HSBC Call 28 NCLH 14.12.2022/  DE000TT96F22  /

Frankfurt Zert./HSBC
1/21/2022  8:36:06 PM Chg.-0.020 Bid1/21/2022 Ask1/21/2022 Underlying Strike price Expiration date Option type
0.160EUR -11.11% 0.160
Bid Size: 50,000
0.180
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: 10.41
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.87
Historic volatility: 0.49
Parity: -0.70
Time value: 0.17
Break-even: 26.39
Moneyness: 0.72
Premium: 0.49
Premium p.a.: 0.56
Spread abs.: 0.02
Spread %: 11.76%
Delta: 0.27
Theta: 0.00
Omega: 2.85
Rho: 0.03
 

Quote data

Open: 0.160
High: 0.180
Low: 0.150
Previous Close: 0.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -42.86%
3 Months     -
YTD
  -23.81%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.250 0.160
1M High / 1M Low: 0.280 0.160
6M High / 6M Low: - -
High (YTD): 1/17/2022 0.250
Low (YTD): 1/21/2022 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.200
Avg. volume 1W:   0.000
Avg. price 1M:   0.221
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -