OverviewChartNewsTraderScreen

HSBC Call 250 NXPI 20.12.2024/  DE000HS3XPP2  /

Frankfurt Zert./HSBC
31/07/2024  18:35:35 Chg.+0.500 Bid31/07/2024 Ask31/07/2024 Underlying Strike price Expiration date Option type
2.830EUR +21.46% 2.830
Bid Size: 50,000		 2.870
Ask Size: 50,000		 NXP Semiconductors N... 250.00 USD 20/12/2024 Call
 

Master data

WKN: HS3XPP
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 250.00 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: 10.08
Leverage: Yes

Calculated values

Fair value: 2.30
Intrinsic value: 0.69
Implied volatility: 0.31
Historic volatility: 0.30
Parity: 0.69
Time value: 1.67
Break-even: 254.75
Moneyness: 1.03
Premium: 0.07
Premium p.a.: 0.19
Spread abs.: 0.04
Spread %: 1.72%
Delta: 0.63
Theta: -0.07
Omega: 6.30
Rho: 0.49
 

Quote data

Open: 2.540
High: 2.830
Low: 2.540
Previous Close: 2.330
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.60%
1 Month
  -17.49%
3 Months
  -13.98%
YTD  
+29.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.760 2.330
1M High / 1M Low: 4.890 2.330
6M High / 6M Low: 4.890 1.350
High (YTD): 16/07/2024 4.890
Low (YTD): 17/01/2024 1.220
52W High: - -
52W Low: - -
Avg. price 1W:   2.498
Avg. volume 1W:   0.000
Avg. price 1M:   3.635
Avg. volume 1M:   0.000
Avg. price 6M:   3.112
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   198.57%
Volatility 6M:   150.06%
Volatility 1Y:   -
Volatility 3Y:   -