HSBC Call 150 NXPI 15.01.2025
/ DE000HG96TD9
HSBC Call 150 NXPI 15.01.2025/ DE000HG96TD9 /
8/15/2024 8:18:14 AM |
Chg.-0.37 |
Bid6:23:47 PM |
Ask6:23:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.81EUR |
-4.03% |
9.68 Bid Size: 50,000 |
9.78 Ask Size: 50,000 |
NXP Semiconductors N... |
150.00 - |
1/15/2025 |
Call |
Master data
WKN: |
HG96TD |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
NXP Semiconductors NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 - |
Maturity: |
1/15/2025 |
Issue date: |
5/4/2023 |
Last trading day: |
1/14/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.27 |
Intrinsic value: |
7.00 |
Implied volatility: |
0.93 |
Historic volatility: |
0.33 |
Parity: |
7.00 |
Time value: |
1.83 |
Break-even: |
238.30 |
Moneyness: |
1.47 |
Premium: |
0.08 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.10 |
Spread %: |
1.15% |
Delta: |
0.83 |
Theta: |
-0.12 |
Omega: |
2.07 |
Rho: |
0.40 |
Quote data
Open: |
8.81 |
High: |
8.81 |
Low: |
8.81 |
Previous Close: |
9.18 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.92% |
1 Month |
|
|
-28.08% |
3 Months |
|
|
-21.27% |
YTD |
|
|
+8.36% |
1 Year |
|
|
+38.09% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.18 |
7.60 |
1M High / 1M Low: |
12.85 |
7.60 |
6M High / 6M Low: |
12.85 |
6.82 |
High (YTD): |
7/17/2024 |
12.85 |
Low (YTD): |
1/17/2024 |
5.98 |
52W High: |
7/17/2024 |
12.85 |
52W Low: |
10/30/2023 |
4.03 |
Avg. price 1W: |
|
8.60 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
9.97 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
10.15 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
8.24 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
128.65% |
Volatility 6M: |
|
85.25% |
Volatility 1Y: |
|
81.28% |
Volatility 3Y: |
|
- |