HSBC WAR. CALL 12/24 VNX/ DE000HS3XPN7 /
2024-09-05 11:35:47 AM | Chg.+0.0100 | Bid11:48:55 AM | Ask11:48:55 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.9000EUR | +0.53% | 1.8600 Bid Size: 50,000 |
1.9400 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: | 10.87 |
Leverage: | Yes |
Calculated values
Fair value: | 1.40 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.45 |
Historic volatility: | 0.33 |
Parity: | -0.46 |
Time value: | 1.95 |
Break-even: | 236.10 |
Moneyness: | 0.98 |
Premium: | 0.11 |
Premium p.a.: | 0.45 |
Spread abs.: | 0.04 |
Spread %: | 2.09% |
Delta: | 0.53 |
Theta: | -0.11 |
Omega: | 5.77 |
Rho: | 0.27 |
Quote data
Open: | 1.8800 |
---|---|
High: | 1.9000 |
Low: | 1.8800 |
Previous Close: | 1.8900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -23.69% | ||
---|---|---|---|
1 Month | -19.15% | ||
3 Months | -59.14% | ||
YTD | -27.76% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.8900 | 1.8200 |
---|---|---|
1M High / 1M Low: | 2.9600 | 1.8200 |
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: | 2.3640 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.4839 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 3.5900 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 216.52% | |
Volatility 6M: | 159.62% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |