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HSBC Call 220 NXPI 20.06.2024/  DE000HG4B4F2  /

Frankfurt Zert./HSBC
2024-06-04  12:35:48 PM Chg.-0.090 Bid2024-06-04 Ask2024-06-04 Underlying Strike price Expiration date Option type
4.290EUR -2.05% 4.290
Bid Size: 50,000		 4.490
Ask Size: 50,000		 NXP Semiconductors N... 220.00 - 2024-06-20 Call
 

Master data

WKN: HG4B4F
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2024-06-20
Issue date: 2022-06-23
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.31
Leverage: Yes

Calculated values

Fair value: 2.85
Intrinsic value: 2.80
Implied volatility: 1.57
Historic volatility: 0.31
Parity: 2.80
Time value: 1.87
Break-even: 266.70
Moneyness: 1.13
Premium: 0.08
Premium p.a.: 4.25
Spread abs.: 0.10
Spread %: 2.19%
Delta: 0.70
Theta: -0.89
Omega: 3.74
Rho: 0.06
 

Quote data

Open: 4.500
High: 4.500
Low: 4.290
Previous Close: 4.380
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -20.56%
1 Month  
+15.01%
3 Months  
+9.72%
YTD  
+74.39%
1 Year  
+230.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.400 4.380
1M High / 1M Low: 5.440 3.750
6M High / 6M Low: 5.440 1.020
High (YTD): 2024-05-27 5.440
Low (YTD): 2024-04-19 1.020
52W High: 2024-05-27 5.440
52W Low: 2023-11-01 0.590
Avg. price 1W:   4.868
Avg. volume 1W:   0.000
Avg. price 1M:   4.623
Avg. volume 1M:   0.000
Avg. price 6M:   2.752
Avg. volume 6M:   0.000
Avg. price 1Y:   2.235
Avg. volume 1Y:   0.000
Volatility 1M:   99.91%
Volatility 6M:   191.71%
Volatility 1Y:   176.33%
Volatility 3Y:   -