HSBC WAR. CALL 01/25 VNX/ DE000HG96TD9 /
| 2024-11-14 9:35:38 AM | Chg.-0.080 | Bid11:29:20 AM | Ask11:29:20 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.990EUR | -1.13% | 7.030 Bid Size: 50,000 |
7.230 Ask Size: 50,000 |
NXP Semiconductors N... | 150.00 - | 2025-01-15 | Call |
Master data
| WKN: | HG96TD |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | NXP Semiconductors NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-05-04 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 2.98 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.09 |
|---|---|
| Intrinsic value: | 6.00 |
| Implied volatility: | 1.07 |
| Historic volatility: | 0.35 |
| Parity: | 6.00 |
| Time value: | 1.05 |
| Break-even: | 220.50 |
| Moneyness: | 1.40 |
| Premium: | 0.05 |
| Premium p.a.: | 0.33 |
| Spread abs.: | 0.10 |
| Spread %: | 1.44% |
| Delta: | 0.84 |
| Theta: | -0.19 |
| Omega: | 2.50 |
| Rho: | 0.18 |
Quote data
| Open: | 6.940 |
|---|---|
| High: | 6.990 |
| Low: | 6.940 |
| Previous Close: | 7.070 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -12.19% | ||
|---|---|---|---|
| 1 Month | -19.10% | ||
| 3 Months | -20.21% | ||
| YTD | -12.95% | ||
| 1 Year | +27.55% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 7.960 | 7.070 |
|---|---|---|
| 1M High / 1M Low: | 9.780 | 6.830 |
| 6M High / 6M Low: | 13.040 | 6.830 |
| High (YTD): | 2024-07-16 | 13.040 |
| Low (YTD): | 2024-01-17 | 6.020 |
| 52W High: | 2024-07-16 | 13.040 |
| 52W Low: | 2023-11-14 | 5.480 |
| Avg. price 1W: | 7.410 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 8.010 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 9.686 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 8.905 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 114.13% | |
| Volatility 6M: | 84.81% | |
| Volatility 1Y: | 77.96% | |
| Volatility 3Y: | - |
