HSBC Call 150 NXPI 15.01.2025
/ DE000HG96TD9
HSBC Call 150 NXPI 15.01.2025/ DE000HG96TD9 /
9/6/2024 9:35:35 PM |
Chg.-0.770 |
Bid9:59:42 PM |
Ask9:59:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.320EUR |
-9.52% |
7.170 Bid Size: 50,000 |
7.270 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: |
2.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.24 |
Intrinsic value: |
6.00 |
Implied volatility: |
0.79 |
Historic volatility: |
0.33 |
Parity: |
6.00 |
Time value: |
1.27 |
Break-even: |
222.70 |
Moneyness: |
1.40 |
Premium: |
0.06 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.10 |
Spread %: |
1.39% |
Delta: |
0.84 |
Theta: |
-0.10 |
Omega: |
2.41 |
Rho: |
0.37 |
Quote data
Open: |
7.860 |
High: |
8.000 |
Low: |
7.090 |
Previous Close: |
8.090 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-23.67% |
1 Month |
|
|
-16.34% |
3 Months |
|
|
-36.57% |
YTD |
|
|
-7.22% |
1 Year |
|
|
+14.38% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.790 |
7.320 |
1M High / 1M Low: |
9.840 |
7.320 |
6M High / 6M Low: |
13.040 |
6.680 |
High (YTD): |
7/16/2024 |
13.040 |
Low (YTD): |
1/17/2024 |
6.010 |
52W High: |
7/16/2024 |
13.040 |
52W Low: |
10/30/2023 |
4.030 |
Avg. price 1W: |
|
8.274 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.973 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
10.136 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
8.435 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
97.15% |
Volatility 6M: |
|
80.43% |
Volatility 1Y: |
|
78.56% |
Volatility 3Y: |
|
- |