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HSBC Call 150 NXPI 15.01.2025/  DE000HG96TD9  /

EUWAX
2024-08-15  8:18:14 AM Chg.-0.37 Bid2:36:37 PM Ask2:36:37 PM Underlying Strike price Expiration date Option type
8.81EUR -4.03% 8.99
Bid Size: 50,000		 9.19
Ask Size: 50,000		 NXP Semiconductors N... 150.00 - 2025-01-15 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: 2025-01-15
Issue date: 2023-05-04
Last trading day: 2025-01-14
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): 2024-07-17 12.85
Low (YTD): 2024-01-17 5.98
52W High: 2024-07-17 12.85
52W Low: 2023-10-30 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:   -