HSBC WAR. CALL 12/24 VNX/  DE000HS3XPR8  /

gettex Zettex2
2024-07-29  9:36:26 PM Chg.+0.2000 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
1.4800EUR +15.63% 1.3700
Bid Size: 50,000
1.4100
Ask Size: 50,000
NXP Semiconductors N... 280.00 USD 2024-12-20 Call
 

Master data

WKN: HS3XPR
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 280.00 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: 17.31
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.30
Parity: -2.60
Time value: 1.34
Break-even: 271.40
Moneyness: 0.90
Premium: 0.17
Premium p.a.: 0.49
Spread abs.: 0.04
Spread %: 3.08%
Delta: 0.39
Theta: -0.08
Omega: 6.81
Rho: 0.31
 

Quote data

Open: 1.3700
High: 1.4900
Low: 1.3700
Previous Close: 1.2800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.52%
1 Month
  -27.45%
3 Months
  -26.73%
YTD  
+9.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.5500 1.2700
1M High / 1M Low: 3.1300 1.2700
6M High / 6M Low: 3.1300 0.7600
High (YTD): 2024-07-16 3.1300
Low (YTD): 2024-01-17 0.7000
52W High: - -
52W Low: - -
Avg. price 1W:   1.4140
Avg. volume 1W:   100
Avg. price 1M:   2.2286
Avg. volume 1M:   23.8095
Avg. price 6M:   1.9051
Avg. volume 6M:   8.6772
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   234.27%
Volatility 6M:   175.27%
Volatility 1Y:   -
Volatility 3Y:   -