HSBC WAR. CALL 01/25 VNX/ DE000HG80ZZ3 /
| 01/08/2024 21:36:57 | Chg.-1.400 | Bid21:59:56 | Ask21:59:56 | 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 - | 15/01/2025 | 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: | 15/01/2025 |
| Issue date: | 02/02/2023 |
| Last trading day: | 14/01/2025 |
| 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 | -9.23% | ||
|---|---|---|---|
| 1 Month | -28.48% | ||
| 3 Months | -17.26% | ||
| YTD | +9.02% | ||
| 1 Year | +12.62% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 7.200 | 5.800 |
|---|---|---|
| 1M High / 1M Low: | 9.590 | 5.800 |
| 6M High / 6M Low: | 9.590 | 4.060 |
| High (YTD): | 16/07/2024 | 9.590 |
| Low (YTD): | 17/01/2024 | 3.580 |
| 52W High: | 16/07/2024 | 9.590 |
| 52W Low: | 01/11/2023 | 2.210 |
| Avg. price 1W: | 6.528 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 7.938 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 7.022 | |
| Avg. volume 6M: | 1.575 | |
| Avg. price 1Y: | 5.481 | |
| Avg. volume 1Y: | .781 | |
| Volatility 1M: | 135.97% | |
| Volatility 6M: | 96.73% | |
| Volatility 1Y: | 96.72% | |
| Volatility 3Y: | - |
