HSBC WAR. CALL 01/25 VNX/ DE000HG80ZZ3 /
| 11/14/2024 3:35:33 PM | Chg.+0.0800 | Bid5:03:45 PM | Ask5:03:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.5400EUR | +2.31% | 3.3500 Bid Size: 50,000 |
3.4300 Ask Size: 50,000 |
NXP Semiconductors N... | 190.00 - | 1/15/2025 | 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: | 1/15/2025 |
| Issue date: | 2/2/2023 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.10 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.48 |
|---|---|
| Intrinsic value: | 2.00 |
| Implied volatility: | 0.68 |
| Historic volatility: | 0.35 |
| Parity: | 2.00 |
| Time value: | 1.44 |
| Break-even: | 224.40 |
| Moneyness: | 1.11 |
| Premium: | 0.07 |
| Premium p.a.: | 0.48 |
| Spread abs.: | 0.08 |
| Spread %: | 2.38% |
| Delta: | 0.70 |
| Theta: | -0.18 |
| Omega: | 4.25 |
| Rho: | 0.19 |
Quote data
| Open: | 3.3600 |
|---|---|
| High: | 3.5400 |
| Low: | 3.3600 |
| Previous Close: | 3.4600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -19.18% | ||
|---|---|---|---|
| 1 Month | -32.83% | ||
| 3 Months | -36.90% | ||
| YTD | -33.46% | ||
| 1 Year | +9.94% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.3800 | 3.4600 |
|---|---|---|
| 1M High / 1M Low: | 6.2700 | 3.4600 |
| 6M High / 6M Low: | 9.5900 | 3.4600 |
| High (YTD): | 7/16/2024 | 9.5900 |
| Low (YTD): | 11/13/2024 | 3.4600 |
| 52W High: | 7/16/2024 | 9.5900 |
| 52W Low: | 11/14/2023 | 3.2200 |
| Avg. price 1W: | 3.8200 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.5735 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 6.3705 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 5.8407 | |
| Avg. volume 1Y: | .7813 | |
| Volatility 1M: | 178.27% | |
| Volatility 6M: | 121.87% | |
| Volatility 1Y: | 109.73% | |
| Volatility 3Y: | - |
