HSBC WAR. CALL 01/25 VNX/ DE000HG80ZX8 /
| 10/10/2024 21:35:10 | Chg.-0.170 | Bid21:59:54 | Ask21:59:54 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.310EUR | -2.62% | 6.310 Bid Size: 50,000 |
6.410 Ask Size: 50,000 |
NXP Semiconductors N... | 170.00 - | 15/01/2025 | Call |
Master data
| WKN: | HG80ZX |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | NXP Semiconductors NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 170.00 - |
| 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: | 4.77 |
|---|---|
| Intrinsic value: | 4.50 |
| Implied volatility: | 0.99 |
| Historic volatility: | 0.34 |
| Parity: | 4.50 |
| Time value: | 2.10 |
| Break-even: | 236.00 |
| Moneyness: | 1.26 |
| Premium: | 0.10 |
| Premium p.a.: | 0.42 |
| Spread abs.: | 0.10 |
| Spread %: | 1.54% |
| Delta: | 0.77 |
| Theta: | -0.18 |
| Omega: | 2.50 |
| Rho: | 0.26 |
Quote data
| Open: | 6.410 |
|---|---|
| High: | 6.410 |
| Low: | 6.300 |
| Previous Close: | 6.480 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.10% | ||
|---|---|---|---|
| 1 Month | +8.42% | ||
| 3 Months | -38.44% | ||
| YTD | -4.68% | ||
| 1 Year | +22.52% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.480 | 6.120 |
|---|---|---|
| 1M High / 1M Low: | 6.950 | 5.550 |
| 6M High / 6M Low: | 11.290 | 5.330 |
| High (YTD): | 16/07/2024 | 11.290 |
| Low (YTD): | 17/01/2024 | 4.700 |
| 52W High: | 16/07/2024 | 11.290 |
| 52W Low: | 01/11/2023 | 3.030 |
| Avg. price 1W: | 6.270 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.186 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 8.237 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 7.094 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 90.15% | |
| Volatility 6M: | 92.20% | |
| Volatility 1Y: | 90.29% | |
| Volatility 3Y: | - |
