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: | - |
