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HSBC Call 220 NXPI 19.06.2024/  DE000HG4B4F2  /

Frankfurt Zert./HSBC
2024-05-15  8:35:45 PM Chg.+0.330 Bid8:53:47 PM Ask8:53:47 PM Underlying Strike price Expiration date Option type
4.780EUR +7.42% 4.830
Bid Size: 50,000		 4.930
Ask Size: 50,000		 NXP Semiconductors N... 220.00 - 2024-06-19 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: 2024-06-19
Issue date: 2022-06-23
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.45
Leverage: Yes

Calculated values

Fair value: 3.01
Intrinsic value: 2.80
Implied volatility: 1.00
Historic volatility: 0.33
Parity: 2.80
Time value: 1.75
Break-even: 265.50
Moneyness: 1.13
Premium: 0.07
Premium p.a.: 1.04
Spread abs.: 0.10
Spread %: 2.25%
Delta: 0.71
Theta: -0.39
Omega: 3.87
Rho: 0.13
 

Quote data

Open: 4.440
High: 4.800
Low: 4.430
Previous Close: 4.450
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+27.47%
1 Month  
+147.67%
3 Months  
+85.27%
YTD  
+94.31%
1 Year  
+455.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.450 3.750
1M High / 1M Low: 4.450 1.020
6M High / 6M Low: 4.450 1.020
High (YTD): 2024-05-14 4.450
Low (YTD): 2024-04-19 1.020
52W High: 2024-05-14 4.450
52W Low: 2023-11-01 0.590
Avg. price 1W:   4.058
Avg. volume 1W:   0.000
Avg. price 1M:   2.834
Avg. volume 1M:   0.000
Avg. price 6M:   2.346
Avg. volume 6M:   0.000
Avg. price 1Y:   2.021
Avg. volume 1Y:   0.000
Volatility 1M:   237.85%
Volatility 6M:   192.14%
Volatility 1Y:   182.64%
Volatility 3Y:   -