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HSBC Call 150 NXPI 15.01.2025/  DE000HG96TD9  /

EUWAX
7/16/2024  8:19:12 AM Chg.+0.19 Bid8:57:52 PM Ask8:57:52 PM Underlying Strike price Expiration date Option type
12.44EUR +1.55% 12.97
Bid Size: 50,000		 13.07
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: 2.06
Leverage: Yes

Calculated values

Fair value: 10.98
Intrinsic value: 10.70
Implied volatility: 0.97
Historic volatility: 0.30
Parity: 10.70
Time value: 1.78
Break-even: 274.80
Moneyness: 1.71
Premium: 0.07
Premium p.a.: 0.14
Spread abs.: 0.10
Spread %: 0.81%
Delta: 0.88
Theta: -0.11
Omega: 1.80
Rho: 0.50
 

Quote data

Open: 12.44
High: 12.44
Low: 12.44
Previous Close: 12.25
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.19%
1 Month  
+2.73%
3 Months  
+54.53%
YTD  
+53.01%
1 Year  
+70.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.40 11.74
1M High / 1M Low: 12.40 10.75
6M High / 6M Low: 12.78 5.98
High (YTD): 6/13/2024 12.78
Low (YTD): 1/17/2024 5.98
52W High: 6/13/2024 12.78
52W Low: 10/30/2023 4.03
Avg. price 1W:   12.02
Avg. volume 1W:   0.00
Avg. price 1M:   11.57
Avg. volume 1M:   0.00
Avg. price 6M:   9.69
Avg. volume 6M:   0.00
Avg. price 1Y:   8.03
Avg. volume 1Y:   .39
Volatility 1M:   60.50%
Volatility 6M:   76.66%
Volatility 1Y:   75.01%
Volatility 3Y:   -