HSBC WAR. CALL 12/24 VNX/ DE000HS3XPM9 /
| 2024-07-29 9:35:20 PM | Chg.+0.4100 | Bid9:59:53 PM | Ask9:59:53 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.5500EUR | +9.90% | 4.3500 Bid Size: 50,000 |
4.4300 Ask Size: 50,000 |
NXP Semiconductors N... | 220.00 USD | 2024-12-20 | Call |
Master data
| WKN: | HS3XPM |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | NXP Semiconductors NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 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: | 5.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.72 |
|---|---|
| Intrinsic value: | 2.93 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.30 |
| Parity: | 2.93 |
| Time value: | 1.33 |
| Break-even: | 245.31 |
| Moneyness: | 1.14 |
| Premium: | 0.06 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.08 |
| Spread %: | 1.91% |
| Delta: | 0.75 |
| Theta: | -0.08 |
| Omega: | 4.11 |
| Rho: | 0.52 |
Quote data
| Open: | 4.3200 |
|---|---|
| High: | 4.6000 |
| Low: | 4.3200 |
| Previous Close: | 4.1400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -30.21% | ||
|---|---|---|---|
| 1 Month | -16.82% | ||
| 3 Months | +5.32% | ||
| YTD | +29.26% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.5200 | 4.0700 |
|---|---|---|
| 1M High / 1M Low: | 7.0900 | 4.0700 |
| 6M High / 6M Low: | 7.0900 | 2.4100 |
| High (YTD): | 2024-07-16 | 7.0900 |
| Low (YTD): | 2024-01-17 | 2.1200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.7900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 5.7715 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.7924 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 150.42% | |
| Volatility 6M: | 117.85% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
