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HSBC Call 170 NXPI 19.06.2024/  DE000HG4B4B1  /

Frankfurt Zert./HSBC
2024-05-16  10:50:50 AM Chg.-0.100 Bid2024-05-16 Ask2024-05-16 Underlying Strike price Expiration date Option type
9.280EUR -1.07% 9.280
Bid Size: 50,000		 9.480
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: 2.60
Leverage: Yes

Calculated values

Fair value: 7.76
Intrinsic value: 7.70
Implied volatility: 1.86
Historic volatility: 0.33
Parity: 7.70
Time value: 1.79
Break-even: 264.90
Moneyness: 1.45
Premium: 0.07
Premium p.a.: 1.12
Spread abs.: 0.10
Spread %: 1.07%
Delta: 0.83
Theta: -0.54
Omega: 2.16
Rho: 0.10
 

Quote data

Open: 9.390
High: 9.390
Low: 9.280
Previous Close: 9.380
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+9.43%
1 Month  
+57.82%
3 Months  
+51.63%
YTD  
+60.00%
1 Year  
+281.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.380 8.480
1M High / 1M Low: 9.380 4.300
6M High / 6M Low: 9.380 3.600
High (YTD): 2024-05-15 9.380
Low (YTD): 2024-01-17 3.830
52W High: 2024-05-15 9.380
52W Low: 2023-11-01 2.190
Avg. price 1W:   8.838
Avg. volume 1W:   0.000
Avg. price 1M:   7.176
Avg. volume 1M:   0.000
Avg. price 6M:   5.924
Avg. volume 6M:   0.000
Avg. price 1Y:   4.975
Avg. volume 1Y:   0.000
Volatility 1M:   111.50%
Volatility 6M:   101.21%
Volatility 1Y:   107.94%
Volatility 3Y:   -