HSBC Call 28 NCLH 14.12.2022/  DE000TT96F22  /

EUWAX
1/21/2022  8:49:27 AM Chg.-0.030 Bid10:00:07 PM Ask10:00:07 PM Underlying Strike price Expiration date Option type
0.160EUR -15.79% -
Bid Size: -
-
Ask Size: -
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: 8.86
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.90
Historic volatility: 0.49
Parity: -0.61
Time value: 0.21
Break-even: 26.85
Moneyness: 0.75
Premium: 0.44
Premium p.a.: 0.51
Spread abs.: 0.04
Spread %: 19.05%
Delta: 0.31
Theta: 0.00
Omega: 2.71
Rho: 0.03
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.43%
1 Month
  -27.27%
3 Months     -
YTD
  -23.81%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.250 0.190
1M High / 1M Low: 0.280 0.180
6M High / 6M Low: - -
High (YTD): 1/18/2022 0.250
Low (YTD): 1/3/2022 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.220
Avg. volume 1W:   0.000
Avg. price 1M:   0.219
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   175.78%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -