HSBC WAR. CALL 01/26 VNX/ DE000HS761S1 /
18/09/2024 09:35:04 | Chg.-0.0300 | Bid10:58:59 | Ask10:58:59 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5600EUR | -5.08% | 0.5600 Bid Size: 50,000 |
0.6400 Ask Size: 50,000 |
NXP Semiconductors N... | 400.00 USD | 16/01/2026 | Call |
Master data
WKN: | HS761S |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | NXP Semiconductors NV |
Type: | Warrant |
Option type: | Call |
Strike price: | 400.00 USD |
Maturity: | 16/01/2026 |
Issue date: | 11/06/2024 |
Last trading day: | 15/01/2026 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 33.55 |
Leverage: | Yes |
Calculated values
Fair value: | 0.46 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.36 |
Historic volatility: | 0.33 |
Parity: | -15.16 |
Time value: | 0.62 |
Break-even: | 365.85 |
Moneyness: | 0.58 |
Premium: | 0.76 |
Premium p.a.: | 0.53 |
Spread abs.: | 0.04 |
Spread %: | 6.90% |
Delta: | 0.16 |
Theta: | -0.02 |
Omega: | 5.41 |
Rho: | 0.36 |
Quote data
Open: | 0.5600 |
---|---|
High: | 0.5600 |
Low: | 0.5600 |
Previous Close: | 0.5900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -3.45% | ||
---|---|---|---|
1 Month | -43.43% | ||
3 Months | -65.85% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.5900 | 0.5700 |
---|---|---|
1M High / 1M Low: | 0.9900 | 0.5500 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.5800 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.7491 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 118.57% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |