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HSBC Call 150 NXPI 15.01.2025/  DE000HG96TD9  /

Frankfurt Zert./HSBC
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:   -