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HSBC Call 260 NXPI 20.12.2024/  DE000HS3XPQ0  /

Frankfurt Zert./HSBC
2024-07-16  1:35:30 PM Chg.-0.030 Bid2024-07-16 Ask2024-07-16 Underlying Strike price Expiration date Option type
3.860EUR -0.77% 3.860
Bid Size: 50,000		 3.940
Ask Size: 50,000		 NXP Semiconductors N... 260.00 USD 2024-12-20 Call
 

Master data

WKN: HS3XPQ
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 260.00 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: 6.73
Leverage: Yes

Calculated values

Fair value: 3.24
Intrinsic value: 1.84
Implied volatility: 0.40
Historic volatility: 0.30
Parity: 1.84
Time value: 1.98
Break-even: 276.77
Moneyness: 1.08
Premium: 0.08
Premium p.a.: 0.19
Spread abs.: 0.04
Spread %: 1.06%
Delta: 0.68
Theta: -0.09
Omega: 4.59
Rho: 0.59
 

Quote data

Open: 3.810
High: 3.860
Low: 3.680
Previous Close: 3.890
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+18.77%
1 Month  
+21.38%
3 Months  
+120.57%
YTD  
+109.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.890 3.250
1M High / 1M Low: 3.890 2.760
6M High / 6M Low: 3.890 1.000
High (YTD): 2024-07-15 3.890
Low (YTD): 2024-01-17 1.000
52W High: - -
52W Low: - -
Avg. price 1W:   3.590
Avg. volume 1W:   0.000
Avg. price 1M:   3.229
Avg. volume 1M:   0.000
Avg. price 6M:   2.523
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.27%
Volatility 6M:   148.88%
Volatility 1Y:   -
Volatility 3Y:   -