HSBC Call 30 NCLH 15.06.2022/  DE000TT96EY5  /

Frankfurt Zert./HSBC
1/18/2022  9:35:51 PM Chg.-0.019 Bid9:56:17 PM Ask9:56:17 PM Underlying Strike price Expiration date Option type
0.067EUR -22.09% 0.067
Bid Size: 50,000
0.087
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: 15.77
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.82
Historic volatility: 0.60
Parity: -0.58
Time value: 0.13
Break-even: 27.59
Moneyness: 0.78
Premium: 0.35
Premium p.a.: 1.08
Spread abs.: 0.04
Spread %: 31.54%
Delta: 0.26
Theta: -0.01
Omega: 4.05
Rho: 0.02
 

Quote data

Open: 0.087
High: 0.088
Low: 0.067
Previous Close: 0.086
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.29%
1 Month
  -20.24%
3 Months     -
YTD
  -4.29%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.091 0.070
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:   0.081
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:   275.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -