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HSBC Call 170 NXPI 19.06.2024/  DE000HG4B4B1  /

Frankfurt Zert./HSBC
2024-05-22  10:00:51 AM Chg.-0.060 Bid10:12:33 AM Ask10:12:33 AM Underlying Strike price Expiration date Option type
9.540EUR -0.63% 9.580
Bid Size: 50,000		 9.780
Ask Size: 50,000		 NXP Semiconductors N... 170.00 - 2024-06-19 Call
 

Master data

WKN: HG4B4B
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 2024-06-19
Issue date: 2022-06-23
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.59
Leverage: Yes

Calculated values

Fair value: 8.35
Intrinsic value: 8.30
Implied volatility: 1.92
Historic volatility: 0.32
Parity: 8.30
Time value: 1.46
Break-even: 267.60
Moneyness: 1.49
Premium: 0.06
Premium p.a.: 1.08
Spread abs.: 0.20
Spread %: 2.09%
Delta: 0.85
Theta: -0.58
Omega: 2.19
Rho: 0.09
 

Quote data

Open: 9.590
High: 9.640
Low: 9.540
Previous Close: 9.600
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.71%
1 Month  
+102.55%
3 Months  
+43.03%
YTD  
+64.48%
1 Year  
+222.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.600 8.990
1M High / 1M Low: 9.600 4.710
6M High / 6M Low: 9.600 3.600
High (YTD): 2024-05-21 9.600
Low (YTD): 2024-01-17 3.830
52W High: 2024-05-21 9.600
52W Low: 2023-11-01 2.190
Avg. price 1W:   9.356
Avg. volume 1W:   0.000
Avg. price 1M:   7.983
Avg. volume 1M:   0.000
Avg. price 6M:   6.101
Avg. volume 6M:   0.000
Avg. price 1Y:   5.079
Avg. volume 1Y:   0.000
Volatility 1M:   79.49%
Volatility 6M:   100.71%
Volatility 1Y:   107.64%
Volatility 3Y:   -