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: | - |
