OverviewChartNewsTraderScreen

HSBC Call 160 NXPI 20.06.2024/  DE000HG4B4A3  /

Frankfurt Zert./HSBC
2024-06-04  9:35:43 PM Chg.-0.160 Bid9:59:02 PM Ask9:59:02 PM Underlying Strike price Expiration date Option type
9.700EUR -1.62% 9.740
Bid Size: 50,000		 9.840
Ask Size: 50,000		 NXP Semiconductors N... 160.00 - 2024-06-20 Call
 

Master data

WKN: HG4B4A
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-06-20
Issue date: 2022-06-23
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.44
Leverage: Yes

Calculated values

Fair value: 8.83
Intrinsic value: 8.80
Implied volatility: 2.66
Historic volatility: 0.31
Parity: 8.80
Time value: 1.35
Break-even: 261.50
Moneyness: 1.55
Premium: 0.05
Premium p.a.: 2.35
Spread abs.: 0.10
Spread %: 1.00%
Delta: 0.86
Theta: -0.98
Omega: 2.09
Rho: 0.05
 

Quote data

Open: 9.980
High: 10.080
Low: 9.700
Previous Close: 9.860
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.01%
1 Month  
+6.01%
3 Months  
+8.99%
YTD  
+47.19%
1 Year  
+153.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.900 9.860
1M High / 1M Low: 10.940 9.230
6M High / 6M Low: 10.940 4.570
High (YTD): 2024-05-27 10.940
Low (YTD): 2024-01-17 4.570
52W High: 2024-05-27 10.940
52W Low: 2023-11-01 2.720
Avg. price 1W:   10.370
Avg. volume 1W:   0.000
Avg. price 1M:   10.112
Avg. volume 1M:   0.000
Avg. price 6M:   7.355
Avg. volume 6M:   0.000
Avg. price 1Y:   6.069
Avg. volume 1Y:   0.000
Volatility 1M:   46.68%
Volatility 6M:   89.28%
Volatility 1Y:   93.12%
Volatility 3Y:   -