HSBC WAR. CALL 22 1NC/  DE000TT96EW9  /

gettex Zettex2
1/21/2022  9:35:01 AM Chg.-0.0100 Bid9:53:09 AM Ask9:53:09 AM Underlying Strike price Expiration date Option type
0.1500EUR -6.25% 0.1200
Bid Size: 50,000
0.1600
Ask Size: 50,000
Norwegian Cruise Lin... 25.00 USD 6/15/2022 Call

Master data

WKN: TT96EW
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Norwegian Cruise Line Holdings Ltd
Type: Warrant
Option type: Call
Strike price: 25.00 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: 11.78
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.83
Historic volatility: 0.48
Parity: -0.32
Time value: 0.16
Break-even: 23.64
Moneyness: 0.86
Premium: 0.25
Premium p.a.: 0.76
Spread abs.: 0.02
Spread %: 12.50%
Delta: 0.32
Theta: -0.01
Omega: 3.78
Rho: 0.02
 

Quote data

Open: 0.1500
High: 0.1500
Low: 0.1500
Previous Close: 0.1600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -37.50%
3 Months     -
YTD
  -25.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.2200 0.1600
1M High / 1M Low: 0.2500 0.1600
6M High / 6M Low: - -
High (YTD): 1/17/2022 0.2200
Low (YTD): 1/20/2022 0.1600
52W High: - -
52W Low: - -
Avg. price 1W:   0.1840
Avg. volume 1W:   0.0000
Avg. price 1M:   0.1995
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -