HSBC WAR. CALL 06/24 VNX/ DE000HG4B4B1 /
| 2024-05-22 5:36:30 PM | Chg.+0.450 | Bid7:12:57 PM | Ask7:12:57 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 10.050EUR | +4.69% | 10.130 Bid Size: 50,000 |
10.230 Ask Size: 50,000 |
NXP Semiconductors N... | 170.00 - | 2024-06-19 | Call |
Master data
| WKN: | HG4B4B |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | NXP Semiconductors NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 170.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-06-23 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 2.59 |
| Leverage: | Yes |
Calculated values
| Fair value: | 8.35 |
|---|---|
| Intrinsic value: | 8.30 |
| Implied volatility: | 1.92 |
| Historic volatility: | 0.32 |
| Parity: | 8.30 |
| Time value: | 1.46 |
| Break-even: | 267.60 |
| Moneyness: | 1.49 |
| Premium: | 0.06 |
| Premium p.a.: | 1.08 |
| Spread abs.: | 0.20 |
| Spread %: | 2.09% |
| Delta: | 0.85 |
| Theta: | -0.58 |
| Omega: | 2.19 |
| Rho: | 0.09 |
Quote data
| Open: | 9.640 |
|---|---|
| High: | 10.050 |
| Low: | 9.620 |
| Previous Close: | 9.600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.14% | ||
|---|---|---|---|
| 1 Month | +108.51% | ||
| 3 Months | +49.55% | ||
| YTD | +69.76% | ||
| 1 Year | +239.53% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 9.600 | 9.070 |
|---|---|---|
| 1M High / 1M Low: | 9.600 | 4.820 |
| 6M High / 6M Low: | 9.600 | 3.640 |
| High (YTD): | 2024-05-21 | 9.600 |
| Low (YTD): | 2024-01-17 | 3.830 |
| 52W High: | 2024-05-21 | 9.600 |
| 52W Low: | 2023-11-01 | 2.190 |
| Avg. price 1W: | 9.392 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 8.025 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.148 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 5.116 | |
| Avg. volume 1Y: | 1.883 | |
| Volatility 1M: | 74.75% | |
| Volatility 6M: | 98.79% | |
| Volatility 1Y: | 105.33% | |
| Volatility 3Y: | - |
