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HSBC Call 190 NXPI 19.06.2024/  DE000HG4B4D7  /

Frankfurt Zert./HSBC
21/05/2024  21:35:31 Chg.+0.060 Bid21:59:48 Ask21:59:48 Underlying Strike price Expiration date Option type
7.770EUR +0.78% 7.720
Bid Size: 50,000		 7.920
Ask Size: 50,000		 NXP Semiconductors N... 190.00 - 19/06/2024 Call
 

Master data

WKN: HG4B4D
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 190.00 -
Maturity: 19/06/2024
Issue date: 23/06/2022
Last trading day: 18/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.21
Leverage: Yes

Calculated values

Fair value: 6.16
Intrinsic value: 6.10
Implied volatility: 1.65
Historic volatility: 0.32
Parity: 6.10
Time value: 1.72
Break-even: 268.20
Moneyness: 1.32
Premium: 0.07
Premium p.a.: 1.30
Spread abs.: 0.10
Spread %: 1.30%
Delta: 0.80
Theta: -0.58
Omega: 2.57
Rho: 0.10
 

Quote data

Open: 7.660
High: 7.820
Low: 7.300
Previous Close: 7.710
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.91%
1 Month  
+155.59%
3 Months  
+55.09%
YTD  
+80.28%
1 Year  
+279.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.770 7.170
1M High / 1M Low: 7.770 3.040
6M High / 6M Low: 7.770 2.390
High (YTD): 21/05/2024 7.770
Low (YTD): 17/01/2024 2.530
52W High: 21/05/2024 7.770
52W Low: 01/11/2023 1.350
Avg. price 1W:   7.530
Avg. volume 1W:   0.000
Avg. price 1M:   6.173
Avg. volume 1M:   0.000
Avg. price 6M:   4.512
Avg. volume 6M:   0.000
Avg. price 1Y:   3.733
Avg. volume 1Y:   0.000
Volatility 1M:   107.56%
Volatility 6M:   129.33%
Volatility 1Y:   133.01%
Volatility 3Y:   -