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HSBC Call 200 NXPI 19.06.2024/  DE000HG4B4E5  /

Frankfurt Zert./HSBC
2024-05-15  8:35:44 PM Chg.+0.330 Bid8:54:57 PM Ask8:54:57 PM Underlying Strike price Expiration date Option type
6.600EUR +5.26% 6.660
Bid Size: 50,000		 6.760
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: 3.89
Leverage: Yes

Calculated values

Fair value: 4.89
Intrinsic value: 4.80
Implied volatility: 1.24
Historic volatility: 0.33
Parity: 4.80
Time value: 1.58
Break-even: 263.80
Moneyness: 1.24
Premium: 0.06
Premium p.a.: 0.90
Spread abs.: 0.10
Spread %: 1.59%
Delta: 0.78
Theta: -0.42
Omega: 3.02
Rho: 0.12
 

Quote data

Open: 6.270
High: 6.620
Low: 6.260
Previous Close: 6.270
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+18.92%
1 Month  
+103.08%
3 Months  
+69.23%
YTD  
+81.82%
1 Year  
+392.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.270 5.550
1M High / 1M Low: 6.270 2.050
6M High / 6M Low: 6.270 1.880
High (YTD): 2024-05-14 6.270
Low (YTD): 2024-01-17 1.980
52W High: 2024-05-14 6.270
52W Low: 2023-11-01 1.040
Avg. price 1W:   5.870
Avg. volume 1W:   0.000
Avg. price 1M:   4.381
Avg. volume 1M:   0.000
Avg. price 6M:   3.599
Avg. volume 6M:   0.000
Avg. price 1Y:   3.031
Avg. volume 1Y:   0.000
Volatility 1M:   173.62%
Volatility 6M:   147.95%
Volatility 1Y:   148.02%
Volatility 3Y:   -