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HSBC Call 200 NXPI 19.06.2024/  DE000HG4B4E5  /

Frankfurt Zert./HSBC
2024-05-16  10:00:44 AM Chg.0.000 Bid2024-05-16 Ask2024-05-16 Underlying Strike price Expiration date Option type
6.640EUR 0.00% 6.640
Bid Size: 50,000		 6.840
Ask Size: 50,000		 NXP Semiconductors N... 200.00 - 2024-06-19 Call
 

Master data

WKN: HG4B4E
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 2024-06-19
Issue date: 2022-06-23
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.65
Leverage: Yes

Calculated values

Fair value: 4.78
Intrinsic value: 4.70
Implied volatility: 1.46
Historic volatility: 0.33
Parity: 4.70
Time value: 2.06
Break-even: 267.60
Moneyness: 1.24
Premium: 0.08
Premium p.a.: 1.36
Spread abs.: 0.10
Spread %: 1.50%
Delta: 0.76
Theta: -0.52
Omega: 2.77
Rho: 0.11
 

Quote data

Open: 6.650
High: 6.650
Low: 6.640
Previous Close: 6.640
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+15.88%
1 Month  
+98.21%
3 Months  
+77.07%
YTD  
+82.92%
1 Year  
+395.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.640 5.730
1M High / 1M Low: 6.640 2.050
6M High / 6M Low: 6.640 1.880
High (YTD): 2024-05-15 6.640
Low (YTD): 2024-01-17 1.980
52W High: 2024-05-15 6.640
52W Low: 2023-11-01 1.040
Avg. price 1W:   6.088
Avg. volume 1W:   0.000
Avg. price 1M:   4.543
Avg. volume 1M:   0.000
Avg. price 6M:   3.635
Avg. volume 6M:   0.000
Avg. price 1Y:   3.051
Avg. volume 1Y:   0.000
Volatility 1M:   173.72%
Volatility 6M:   148.04%
Volatility 1Y:   148.09%
Volatility 3Y:   -