HSBC WAR. CALL 12/24 VNX/ DE000HS3XPN7 /
2024-07-29 9:36:05 PM | Chg.+0.4000 | Bid9:59:53 PM | Ask9:59:53 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.3100EUR | +13.75% | 3.1300 Bid Size: 50,000 |
3.1700 Ask Size: 50,000 |
NXP Semiconductors N... | 240.00 USD | 2024-12-20 | Call |
Master data
WKN: | HS3XPN |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | NXP Semiconductors NV |
Type: | Warrant |
Option type: | Call |
Strike price: | 240.00 USD |
Maturity: | 2024-12-20 |
Issue date: | 2023-12-28 |
Last trading day: | 2024-12-19 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 7.71 |
Leverage: | Yes |
Calculated values
Fair value: | 2.49 |
---|---|
Intrinsic value: | 1.09 |
Implied volatility: | 0.40 |
Historic volatility: | 0.30 |
Parity: | 1.09 |
Time value: | 1.92 |
Break-even: | 251.24 |
Moneyness: | 1.05 |
Premium: | 0.08 |
Premium p.a.: | 0.22 |
Spread abs.: | 0.04 |
Spread %: | 1.35% |
Delta: | 0.65 |
Theta: | -0.09 |
Omega: | 4.98 |
Rho: | 0.47 |
Quote data
Open: | 3.1200 |
---|---|
High: | 3.3100 |
Low: | 3.0900 |
Previous Close: | 2.9100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -3.22% | ||
---|---|---|---|
1 Month | -19.46% | ||
3 Months | -13.35% | ||
YTD | +25.86% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.4200 | 2.8700 |
---|---|---|
1M High / 1M Low: | 5.5800 | 2.8700 |
6M High / 6M Low: | 5.5800 | 1.6800 |
High (YTD): | 2024-07-16 | 5.5800 |
Low (YTD): | 2024-01-17 | 1.4700 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.1540 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 4.3376 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 3.6393 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 178.00% | |
Volatility 6M: | 137.13% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |