HSBC WAR. CALL 01/25 VNX/ DE000HG80ZX8 /
9/6/2024 9:36:38 PM | Chg.-0.680 | Bid9:59:58 PM | Ask9:59:58 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.770EUR | -10.54% | 5.590 Bid Size: 50,000 |
5.690 Ask Size: 50,000 |
NXP Semiconductors N... | 170.00 - | 1/15/2025 | 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: | 1/15/2025 |
Issue date: | 2/2/2023 |
Last trading day: | 1/14/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 3.70 |
Leverage: | Yes |
Calculated values
Fair value: | 4.45 |
---|---|
Intrinsic value: | 4.00 |
Implied volatility: | 0.70 |
Historic volatility: | 0.33 |
Parity: | 4.00 |
Time value: | 1.68 |
Break-even: | 226.80 |
Moneyness: | 1.24 |
Premium: | 0.08 |
Premium p.a.: | 0.24 |
Spread abs.: | 0.10 |
Spread %: | 1.79% |
Delta: | 0.77 |
Theta: | -0.11 |
Omega: | 2.85 |
Rho: | 0.37 |
Quote data
Open: | 6.240 |
---|---|
High: | 6.240 |
Low: | 5.770 |
Previous Close: | 6.450 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -27.05% | ||
---|---|---|---|
1 Month | -19.75% | ||
3 Months | -41.83% | ||
YTD | -12.84% | ||
1 Year | +10.96% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 8.100 | 5.770 |
---|---|---|
1M High / 1M Low: | 8.150 | 5.770 |
6M High / 6M Low: | 11.290 | 5.330 |
High (YTD): | 7/16/2024 | 11.290 |
Low (YTD): | 1/17/2024 | 4.700 |
52W High: | 7/16/2024 | 11.290 |
52W Low: | 11/1/2023 | 3.030 |
Avg. price 1W: | 6.664 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 7.370 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 8.539 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 6.990 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 104.09% | |
Volatility 6M: | 89.30% | |
Volatility 1Y: | 88.12% | |
Volatility 3Y: | - |