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HSBC Call 160 NXPI 19.06.2024/  DE000HG4B4A3  /

Frankfurt Zert./HSBC
2024-05-15  9:00:24 PM Chg.+0.340 Bid9:05:31 PM Ask9:05:31 PM Underlying Strike price Expiration date Option type
10.280EUR +3.42% 10.260
Bid Size: 50,000		 10.360
Ask Size: 50,000		 NXP Semiconductors N... 160.00 - 2024-06-19 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: 2024-06-19
Issue date: 2022-06-23
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.47
Leverage: Yes

Calculated values

Fair value: 8.86
Intrinsic value: 8.80
Implied volatility: 1.73
Historic volatility: 0.33
Parity: 8.80
Time value: 1.25
Break-even: 260.50
Moneyness: 1.55
Premium: 0.05
Premium p.a.: 0.67
Spread abs.: 0.10
Spread %: 1.01%
Delta: 0.86
Theta: -0.43
Omega: 2.13
Rho: 0.11
 

Quote data

Open: 9.930
High: 10.280
Low: 9.930
Previous Close: 9.940
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.38%
1 Month  
+54.82%
3 Months  
+43.98%
YTD  
+55.99%
1 Year  
+253.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.940 9.230
1M High / 1M Low: 9.940 5.170
6M High / 6M Low: 9.940 4.300
High (YTD): 2024-05-14 9.940
Low (YTD): 2024-01-17 4.570
52W High: 2024-05-14 9.940
52W Low: 2023-11-01 2.720
Avg. price 1W:   9.544
Avg. volume 1W:   0.000
Avg. price 1M:   7.913
Avg. volume 1M:   0.000
Avg. price 6M:   6.711
Avg. volume 6M:   0.000
Avg. price 1Y:   5.676
Avg. volume 1Y:   0.000
Volatility 1M:   97.35%
Volatility 6M:   89.90%
Volatility 1Y:   97.86%
Volatility 3Y:   -