HSBC WAR. CALL 06/24 VNX/ DE000HG4B4D7 /
| 2024-05-22 1:35:26 PM | Chg.+0.240 | Bid3:21:44 PM | Ask3:21:44 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 8.010EUR | +3.09% | 7.970 Bid Size: 50,000 |
8.170 Ask Size: 50,000 |
NXP Semiconductors N... | 190.00 - | 2024-06-19 | Call |
Master data
| WKN: | HG4B4D |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | NXP Semiconductors NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 190.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-06-23 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.19 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.36 |
|---|---|
| Intrinsic value: | 6.30 |
| Implied volatility: | 1.64 |
| Historic volatility: | 0.32 |
| Parity: | 6.30 |
| Time value: | 1.62 |
| Break-even: | 269.20 |
| Moneyness: | 1.33 |
| Premium: | 0.06 |
| Premium p.a.: | 1.25 |
| Spread abs.: | 0.20 |
| Spread %: | 2.59% |
| Delta: | 0.81 |
| Theta: | -0.58 |
| Omega: | 2.57 |
| Rho: | 0.10 |
Quote data
| Open: | 7.810 |
|---|---|
| High: | 8.010 |
| Low: | 7.780 |
| Previous Close: | 7.770 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.95% | ||
|---|---|---|---|
| 1 Month | +155.10% | ||
| 3 Months | +58.30% | ||
| YTD | +81.63% | ||
| 1 Year | +290.73% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 7.770 | 7.250 |
|---|---|---|
| 1M High / 1M Low: | 7.770 | 3.140 |
| 6M High / 6M Low: | 7.770 | 2.420 |
| High (YTD): | 2024-05-21 | 7.770 |
| Low (YTD): | 2024-01-17 | 2.530 |
| 52W High: | 2024-05-21 | 7.770 |
| 52W Low: | 2023-11-01 | 1.350 |
| Avg. price 1W: | 7.566 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.213 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.556 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 3.763 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 100.72% | |
| Volatility 6M: | 126.45% | |
| Volatility 1Y: | 129.87% | |
| Volatility 3Y: | - |
