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HSBC Call 220 NXPI 20.12.2024/  DE000HS3XPM9  /

Frankfurt Zert./HSBC
31/07/2024  16:35:16 Chg.+0.390 Bid16:45:26 Ask16:45:26 Underlying Strike price Expiration date Option type
4.390EUR +9.75% 4.430
Bid Size: 50,000		 4.510
Ask Size: 50,000		 NXP Semiconductors N... 220.00 USD 20/12/2024 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: 20/12/2024
Issue date: 28/12/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.85
Leverage: Yes

Calculated values

Fair value: 4.15
Intrinsic value: 3.46
Implied volatility: 0.28
Historic volatility: 0.30
Parity: 3.46
Time value: 0.61
Break-even: 244.11
Moneyness: 1.17
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.08
Spread %: 2.01%
Delta: 0.86
Theta: -0.05
Omega: 5.01
Rho: 0.64
 

Quote data

Open: 4.260
High: 4.510
Low: 4.260
Previous Close: 4.000
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.13%
1 Month
  -18.25%
3 Months
  -12.72%
YTD  
+26.88%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.550 4.000
1M High / 1M Low: 7.090 4.000
6M High / 6M Low: 7.090 2.380
High (YTD): 16/07/2024 7.090
Low (YTD): 17/01/2024 2.120
52W High: - -
52W Low: - -
Avg. price 1W:   4.212
Avg. volume 1W:   0.000
Avg. price 1M:   5.588
Avg. volume 1M:   0.000
Avg. price 6M:   4.783
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.02%
Volatility 6M:   120.21%
Volatility 1Y:   -
Volatility 3Y:   -