HSBC WAR. CALL 22 1NC/  DE000TT96EY5  /

gettex Zettex2
1/18/2022  8:05:02 PM Chg.-0.0090 Bid8:12:13 PM Ask8:12:13 PM Underlying Strike price Expiration date Option type
0.0880EUR -9.28% 0.0710
Bid Size: 50,000
0.0910
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: 0.0970
High: 0.0970
Low: 0.0880
Previous Close: 0.0970
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.33%
1 Month  
+1.15%
3 Months     -
YTD
  -12.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.1000 0.0850
1M High / 1M Low: 0.1300 0.0850
6M High / 6M Low: - -
High (YTD): 1/13/2022 0.1000
Low (YTD): 1/12/2022 0.0850
52W High: - -
52W Low: - -
Avg. price 1W:   0.0930
Avg. volume 1W:   0.0000
Avg. price 1M:   0.1011
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   182.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -