HSBC Call 30 NCLH 15.06.2022/  DE000TT96EY5  /

Frankfurt Zert./HSBC
1/17/2022  9:35:40 PM Chg.+0.002 Bid9:39:58 PM Ask9:39:58 PM Underlying Strike price Expiration date Option type
0.086EUR +2.38% 0.089
Bid Size: 50,000
0.130
Ask Size: 50,000
Norwegian Cruise Lin... 30.00 USD 6/15/2022 Call

Master data

WKN: TT96EY
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Norwegian Cruise Line Holdings Ltd
Type: Warrant
Option type: Call
Strike price: 30.00 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: 18.29
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.79
Historic volatility: 0.60
Parity: -0.62
Time value: 0.11
Break-even: 27.39
Moneyness: 0.77
Premium: 0.36
Premium p.a.: 1.13
Spread abs.: 0.02
Spread %: 20.91%
Delta: 0.23
Theta: 0.00
Omega: 4.25
Rho: 0.01
 

Quote data

Open: 0.081
High: 0.093
Low: 0.081
Previous Close: 0.084
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+53.57%
1 Month  
+2.38%
3 Months     -
YTD  
+22.86%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.091 0.056
1M High / 1M Low: 0.120 0.056
6M High / 6M Low: - -
High (YTD): 1/13/2022 0.091
Low (YTD): 1/10/2022 0.056
52W High: - -
52W Low: - -
Avg. price 1W:   0.075
Avg. volume 1W:   0.000
Avg. price 1M:   0.087
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   276.56%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -