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HSBC Call 250 NXPI 20.12.2024/  DE000HS3XPP2  /

EUWAX
11/11/2024  8:17:28 AM Chg.-0.060 Bid5:48:05 PM Ask5:48:05 PM Underlying Strike price Expiration date Option type
0.390EUR -13.33% 0.210
Bid Size: 50,000		 0.250
Ask Size: 50,000		 NXP Semiconductors N... 250.00 USD 12/20/2024 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: 12/20/2024
Issue date: 12/28/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 48.18
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.35
Parity: -2.14
Time value: 0.44
Break-even: 237.75
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 1.92
Spread abs.: 0.04
Spread %: 10.00%
Delta: 0.27
Theta: -0.13
Omega: 12.94
Rho: 0.06
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.450
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -57.14%
1 Month
  -61.76%
3 Months
  -81.52%
YTD
  -83.19%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.400
1M High / 1M Low: 1.650 0.400
6M High / 6M Low: 4.740 0.400
High (YTD): 6/13/2024 4.740
Low (YTD): 11/7/2024 0.400
52W High: - -
52W Low: - -
Avg. price 1W:   0.526
Avg. volume 1W:   0.000
Avg. price 1M:   0.916
Avg. volume 1M:   0.000
Avg. price 6M:   2.431
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   348.06%
Volatility 6M:   238.00%
Volatility 1Y:   -
Volatility 3Y:   -