HSBC WAR. CALL 06/24 VNX/ DE000HS01P94 /
| 2024-05-22 9:37:26 AM | Chg.0.0000 | Bid11:28:59 AM | Ask11:28:59 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5400EUR | 0.00% | 0.4300 Bid Size: 50,000 |
0.5100 Ask Size: 50,000 |
NXP Semiconductors N... | 280.00 - | 2024-06-19 | Call |
Master data
| WKN: | HS01P9 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | NXP Semiconductors NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 280.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-06-23 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 43.62 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.16 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.53 |
| Historic volatility: | 0.32 |
| Parity: | -2.70 |
| Time value: | 0.58 |
| Break-even: | 285.80 |
| Moneyness: | 0.90 |
| Premium: | 0.13 |
| Premium p.a.: | 3.90 |
| Spread abs.: | 0.08 |
| Spread %: | 16.00% |
| Delta: | 0.27 |
| Theta: | -0.23 |
| Omega: | 11.96 |
| Rho: | 0.05 |
Quote data
| Open: | 0.5400 |
|---|---|
| High: | 0.5400 |
| Low: | 0.5400 |
| Previous Close: | 0.5400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +474.47% | ||
| 3 Months | +8.00% | ||
| YTD | 0.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5400 | 0.3900 |
|---|---|---|
| 1M High / 1M Low: | 0.5400 | 0.0940 |
| 6M High / 6M Low: | 1.2300 | 0.0940 |
| High (YTD): | 2024-03-07 | 1.2300 |
| Low (YTD): | 2024-04-22 | 0.0940 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3577 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4008 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 360.78% | |
| Volatility 6M: | 304.75% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
