HSBC Call 150 NXPI 15.01.2025
/ DE000HG96TD9
HSBC Call 150 NXPI 15.01.2025/ DE000HG96TD9 /
7/16/2024 8:19:12 AM |
Chg.+0.19 |
Bid10:00:11 PM |
Ask10:00:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
12.44EUR |
+1.55% |
- Bid Size: - |
- Ask Size: - |
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: |
0.00 |
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: |
|
- |