HSBC WAR. CALL 01/25 VNX/ DE000HG80ZZ3 /
2024-08-01 9:36:57 PM | Chg.-1.400 | Bid9:59:56 PM | Ask9:59:56 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.800EUR | -19.44% | 5.680 Bid Size: 50,000 |
5.780 Ask Size: 50,000 |
NXP Semiconductors N... | 190.00 - | 2025-01-15 | Call |
Master data
WKN: | HG80ZZ |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | NXP Semiconductors NV |
Type: | Warrant |
Option type: | Call |
Strike price: | 190.00 - |
Maturity: | 2025-01-15 |
Issue date: | 2023-02-02 |
Last trading day: | 2025-01-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 3.26 |
Leverage: | Yes |
Calculated values
Fair value: | 5.45 |
---|---|
Intrinsic value: | 4.90 |
Implied volatility: | 0.75 |
Historic volatility: | 0.30 |
Parity: | 4.90 |
Time value: | 2.43 |
Break-even: | 263.30 |
Moneyness: | 1.26 |
Premium: | 0.10 |
Premium p.a.: | 0.24 |
Spread abs.: | 0.10 |
Spread %: | 1.38% |
Delta: | 0.77 |
Theta: | -0.12 |
Omega: | 2.51 |
Rho: | 0.51 |
Quote data
Open: | 7.490 |
---|---|
High: | 7.490 |
Low: | 5.800 |
Previous Close: | 7.200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -8.37% | ||
---|---|---|---|
1 Month | -23.58% | ||
3 Months | -19.67% | ||
YTD | +9.02% | ||
1 Year | +4.88% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 7.200 | 6.330 |
---|---|---|
1M High / 1M Low: | 9.590 | 6.330 |
6M High / 6M Low: | 9.590 | 4.060 |
High (YTD): | 2024-07-16 | 9.590 |
Low (YTD): | 2024-01-17 | 3.580 |
52W High: | 2024-07-16 | 9.590 |
52W Low: | 2023-11-01 | 2.210 |
Avg. price 1W: | 6.634 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 8.016 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 7.009 | |
Avg. volume 6M: | 1.575 | |
Avg. price 1Y: | 5.480 | |
Avg. volume 1Y: | .781 | |
Volatility 1M: | 122.00% | |
Volatility 6M: | 92.68% | |
Volatility 1Y: | 95.03% | |
Volatility 3Y: | - |