HSBC WAR. CALL 01/26 VNX/ DE000HS5RP74 /
| 10/7/2024 1:36:06 PM | Chg.+0.0100 | Bid3:02:51 PM | Ask3:02:51 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7800EUR | +1.30% | 0.7600 Bid Size: 50,000 |
0.8400 Ask Size: 50,000 |
NXP Semiconductors N... | 380.00 USD | 1/16/2026 | Call |
Master data
| WKN: | HS5RP7 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | NXP Semiconductors NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 380.00 USD |
| Maturity: | 1/16/2026 |
| Issue date: | 3/28/2024 |
| Last trading day: | 1/15/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 27.18 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.59 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.34 |
| Parity: | -13.44 |
| Time value: | 0.78 |
| Break-even: | 354.18 |
| Moneyness: | 0.61 |
| Premium: | 0.67 |
| Premium p.a.: | 0.49 |
| Spread abs.: | 0.04 |
| Spread %: | 5.41% |
| Delta: | 0.19 |
| Theta: | -0.03 |
| Omega: | 5.22 |
| Rho: | 0.42 |
Quote data
| Open: | 0.7600 |
|---|---|
| High: | 0.7800 |
| Low: | 0.7600 |
| Previous Close: | 0.7700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.14% | ||
|---|---|---|---|
| 1 Month | +5.41% | ||
| 3 Months | -58.95% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8400 | 0.7400 |
|---|---|---|
| 1M High / 1M Low: | 0.8900 | 0.6800 |
| 6M High / 6M Low: | 2.3600 | 0.6800 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7780 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7630 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4571 | |
| Avg. volume 6M: | 3.4884 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 147.62% | |
| Volatility 6M: | 142.46% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
