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HSBC Call 220 NXPI 20.12.2024/  DE000HS3XPM9  /

Frankfurt Zert./HSBC
11/13/2024  10:21:25 AM Chg.-0.030 Bid10:24:23 AM Ask10:24:23 AM Underlying Strike price Expiration date Option type
1.140EUR -2.56% 1.150
Bid Size: 50,000		 1.390
Ask Size: 50,000		 NXP Semiconductors N... 220.00 USD 12/20/2024 Call
 

Master data

WKN: HS3XPM
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 12/20/2024
Issue date: 12/28/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.63
Leverage: Yes

Calculated values

Fair value: 1.17
Intrinsic value: 0.38
Implied volatility: 0.42
Historic volatility: 0.35
Parity: 0.38
Time value: 0.97
Break-even: 220.72
Moneyness: 1.02
Premium: 0.05
Premium p.a.: 0.56
Spread abs.: 0.12
Spread %: 9.76%
Delta: 0.59
Theta: -0.16
Omega: 9.21
Rho: 0.11
 

Quote data

Open: 1.150
High: 1.150
Low: 1.130
Previous Close: 1.170
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -35.96%
1 Month
  -57.62%
3 Months
  -68.51%
YTD
  -67.05%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.920 1.170
1M High / 1M Low: 3.730 1.170
6M High / 6M Low: 7.090 1.170
High (YTD): 7/16/2024 7.090
Low (YTD): 11/12/2024 1.170
52W High: - -
52W Low: - -
Avg. price 1W:   1.568
Avg. volume 1W:   0.000
Avg. price 1M:   2.263
Avg. volume 1M:   0.000
Avg. price 6M:   4.071
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   305.13%
Volatility 6M:   184.26%
Volatility 1Y:   -
Volatility 3Y:   -