HSBC Call 240 NXPI 20.12.2024
/ DE000HS3XPN7
HSBC Call 240 NXPI 20.12.2024/ DE000HS3XPN7 /
| 2024-07-31 8:16:58 AM |
Chg.-0.04 |
Bid8:36:32 AM |
Ask8:36:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.07EUR |
-1.29% |
3.19
Bid Size: 50,000 |
3.27
Ask Size: 50,000 |
NXP Semiconductors N... |
240.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
HS3XPN |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
NXP Semiconductors NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.58 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.30 |
| Parity: |
1.22 |
| Time value: |
1.95 |
| Break-even: |
253.53 |
| Moneyness: |
1.05 |
| Premium: |
0.08 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.04 |
| Spread %: |
1.28% |
| Delta: |
0.65 |
| Theta: |
-0.09 |
| Omega: |
4.81 |
| Rho: |
0.47 |
Quote data
| Open: |
3.07 |
| High: |
3.07 |
| Low: |
3.07 |
| Previous Close: |
3.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.17% |
| 1 Month |
|
|
-23.25% |
| 3 Months |
|
|
-24.38% |
| YTD |
|
|
+13.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.38 |
2.72 |
| 1M High / 1M Low: |
5.42 |
2.72 |
| 6M High / 6M Low: |
5.42 |
1.70 |
| High (YTD): |
2024-07-17 |
5.42 |
| Low (YTD): |
2024-01-17 |
1.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.07% |
| Volatility 6M: |
|
156.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
