HSBC Call 28 NCLH 15.06.2022/  DE000TT96EX7  /

EUWAX
1/14/2022  8:45:48 AM Chg.+0.019 Bid9:16:54 PM Ask9:16:54 PM Underlying Strike price Expiration date Option type
0.110EUR +20.88% 0.120
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: 14.48
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.79
Historic volatility: 0.48
Parity: -0.43
Time value: 0.14
Break-even: 25.93
Moneyness: 0.83
Premium: 0.28
Premium p.a.: 0.81
Spread abs.: 0.02
Spread %: 14.29%
Delta: 0.28
Theta: 0.00
Omega: 4.04
Rho: 0.02
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.091
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+14.58%
3 Months     -
YTD  
+14.58%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.110 0.086
1M High / 1M Low: 0.160 0.075
6M High / 6M Low: - -
High (YTD): 1/14/2022 0.110
Low (YTD): 1/3/2022 0.078
52W High: - -
52W Low: - -
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.105
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   297.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -