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HSBC Call 240 NXPI 19.06.2024/  DE000HG4B4G0  /

Frankfurt Zert./HSBC
2024-05-15  8:35:44 PM Chg.+0.310 Bid8:54:57 PM Ask8:54:57 PM Underlying Strike price Expiration date Option type
3.020EUR +11.44% 3.080
Bid Size: 50,000		 3.160
Ask Size: 50,000		 NXP Semiconductors N... 240.00 - 2024-06-19 Call
 

Master data

WKN: HG4B4G
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: NXP Semiconductors NV
Type: Warrant
Option type: Call
Strike price: 240.00 -
Maturity: 2024-06-19
Issue date: 2022-06-23
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.86
Leverage: Yes

Calculated values

Fair value: 1.49
Intrinsic value: 0.80
Implied volatility: 0.78
Historic volatility: 0.33
Parity: 0.80
Time value: 2.00
Break-even: 268.00
Moneyness: 1.03
Premium: 0.08
Premium p.a.: 1.25
Spread abs.: 0.08
Spread %: 2.94%
Delta: 0.61
Theta: -0.34
Omega: 5.38
Rho: 0.12
 

Quote data

Open: 2.720
High: 3.040
Low: 2.710
Previous Close: 2.710
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+41.78%
1 Month  
+202.00%
3 Months  
+94.84%
YTD  
+97.39%
1 Year  
+449.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.710 2.130
1M High / 1M Low: 2.710 0.430
6M High / 6M Low: 2.960 0.430
High (YTD): 2024-03-07 2.960
Low (YTD): 2024-04-19 0.430
52W High: 2024-03-07 2.960
52W Low: 2023-10-31 0.320
Avg. price 1W:   2.378
Avg. volume 1W:   0.000
Avg. price 1M:   1.575
Avg. volume 1M:   0.000
Avg. price 6M:   1.387
Avg. volume 6M:   0.000
Avg. price 1Y:   1.261
Avg. volume 1Y:   0.000
Volatility 1M:   310.83%
Volatility 6M:   240.02%
Volatility 1Y:   216.74%
Volatility 3Y:   -