HSBC Call 28 NCLH 15.06.2022/  DE000TT96EX7  /

Frankfurt Zert./HSBC
1/18/2022  12:01:16 PM Chg.-0.020 Bid1/18/2022 Ask1/18/2022 Underlying Strike price Expiration date Option type
0.100EUR -16.67% 0.100
Bid Size: 50,000
0.140
Ask Size: 50,000
Norwegian Cruise Lin... 28.00 USD 6/15/2022 Call

Master data

WKN: TT96EX
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Norwegian Cruise Line Holdings Ltd
Type: Warrant
Option type: Call
Strike price: 28.00 USD
Maturity: 6/15/2022
Issue date: 11/18/2021
Last trading day: 6/14/2022
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.06
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.84
Historic volatility: 0.60
Parity: -0.40
Time value: 0.17
Break-even: 26.24
Moneyness: 0.84
Premium: 0.28
Premium p.a.: 0.84
Spread abs.: 0.04
Spread %: 23.53%
Delta: 0.31
Theta: -0.01
Omega: 3.75
Rho: 0.02
 

Quote data

Open: 0.120
High: 0.120
Low: 0.099
Previous Close: 0.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -9.09%
3 Months     -
YTD  
+1.01%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.130 0.100
1M High / 1M Low: 0.160 0.085
6M High / 6M Low: - -
High (YTD): 1/13/2022 0.130
Low (YTD): 1/10/2022 0.085
52W High: - -
52W Low: - -
Avg. price 1W:   0.114
Avg. volume 1W:   0.000
Avg. price 1M:   0.120
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   263.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -